+534.9%
GEV vs AMC
-17.7%
+552.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.3% | -1.1% | +6.8% |
| 7D | -3.8% | +6.6% | -10.4% | -4.0% |
| 30D | -17.4% | +14.1% | -31.5% | -17.7% |
| 3M | -16.2% | +31.3% | -47.5% | -17.0% |
| 6M | -20.2% | +126.7% | -146.8% | -22.2% |
| YTD | +27.2% | +117.9% | -90.7% | +23.9% |
| 1Y | +44.6% | +41.1% | +3.5% | +42.1% |
| All | +534.9% | -17.7% | +552.6% | +530.4% |
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