+457.6%
EWT vs AMC
-97.7%
+555.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.9% |
| 7D | -11.7% | +2.6% | -14.4% | -11.8% |
| 30D | -23.2% | +9.0% | -32.3% | -23.4% |
| 3M | -12.5% | +22.2% | -34.7% | -12.9% |
| 6M | -5.9% | +91.5% | -97.4% | -7.4% |
| YTD | +40.5% | +101.3% | -60.8% | +37.9% |
| 1Y | +43.7% | +20.8% | +23.0% | +42.3% |
| 3Y | +136.6% | -71.3% | +208.0% | +137.3% |
| 5Y | +105.1% | -99.2% | +204.3% | +112.1% |
| 10Y | +387.0% | -98.7% | +485.7% | +418.7% |
| All | +457.6% | -97.7% | +555.4% | +427.0% |
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