+848.9%
EW vs AMC
-97.8%
+946.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.5% | +14.0% | +1.8% |
| 7D | +6.8% | 0.0% | +6.8% | +6.7% |
| 30D | +16.6% | +4.4% | +12.2% | +16.4% |
| 3M | +13.3% | +15.4% | -2.0% | +12.8% |
| 6M | +21.6% | +93.7% | -72.1% | +19.1% |
| YTD | +18.3% | +97.4% | -79.2% | +15.6% |
| 1Y | +21.7% | +23.2% | -1.5% | +20.2% |
| 3Y | +50.3% | -71.3% | +121.6% | +51.2% |
| 5Y | -15.0% | -99.3% | +84.2% | -10.1% |
| 10Y | +237.5% | -98.7% | +336.2% | +240.2% |
| All | +848.9% | -97.8% | +946.7% | +763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling