-9.0%
EW vs AMC
-99.1%
+90.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | +9.3% | +5.5% | +3.8% | +9.0% |
| 30D | +22.1% | +16.1% | +6.0% | +21.2% |
| 3M | +13.0% | +43.0% | -30.0% | +11.1% |
| 6M | +30.1% | +130.7% | -100.6% | +24.2% |
| YTD | +22.0% | +121.8% | -99.8% | +16.3% |
| 1Y | +23.7% | +40.7% | -16.9% | +20.2% |
| 3Y | +62.0% | -56.8% | +118.8% | +62.5% |
| All | -9.0% | -99.1% | +90.1% | +14.0% |
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