+601.0%
EWT vs AMC
-98.1%
+699.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.5% | +1.8% |
| 7D | +4.0% | +2.3% | +1.7% | +3.9% |
| 30D | +10.3% | -0.7% | +11.1% | +10.3% |
| 3M | +6.1% | +35.2% | -29.1% | +5.2% |
| 6M | +56.6% | +124.6% | -67.9% | +53.6% |
| YTD | +76.6% | +69.9% | +6.7% | +73.9% |
| 1Y | +97.9% | -2.6% | +100.4% | +96.7% |
| 3Y | +198.0% | -79.8% | +277.8% | +200.1% |
| 5Y | +151.8% | -99.4% | +251.2% | +161.3% |
| 10Y | +514.1% | -98.9% | +613.0% | +552.9% |
| All | +601.0% | -98.1% | +699.1% | +564.8% |
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