+379.5%
SE vs AMC
-97.1%
+476.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.3% | +2.6% |
| 7D | +3.3% | +6.6% | -3.3% | +3.0% |
| 30D | -18.2% | +14.1% | -32.2% | -18.6% |
| 3M | -31.3% | +31.3% | -62.5% | -32.1% |
| 6M | -10.1% | +126.7% | -136.8% | -13.4% |
| YTD | -38.9% | +117.9% | -156.8% | -41.2% |
| 1Y | -48.0% | +41.1% | -89.1% | -49.2% |
| 3Y | +78.8% | -61.0% | +139.8% | +78.4% |
| 5Y | -77.1% | -99.1% | +22.0% | -75.8% |
| All | +379.5% | -97.1% | +476.5% | +478.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling