-8.2%
EW vs AMC
-99.2%
+91.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.4% |
| 7D | +4.9% | +3.5% | +1.4% | +4.7% |
| 30D | +23.9% | +12.5% | +11.5% | +23.3% |
| 3M | +15.8% | +23.6% | -7.8% | +14.5% |
| 6M | +31.7% | +144.4% | -112.7% | +25.4% |
| YTD | +25.7% | +108.3% | -82.6% | +20.2% |
| 1Y | +24.4% | +38.9% | -14.5% | +21.0% |
| 3Y | +65.9% | -58.9% | +124.7% | +66.6% |
| All | -8.2% | -99.2% | +91.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling