+70.3%
SE vs AMC
-71.5%
+141.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +2.0% | +2.6% | -0.6% | +1.9% |
| 30D | -20.0% | +9.0% | -29.0% | -20.4% |
| 3M | -31.8% | +22.2% | -54.0% | -32.7% |
| 6M | -15.9% | +91.5% | -107.3% | -20.2% |
| YTD | -40.6% | +101.3% | -141.9% | -44.1% |
| 1Y | -50.7% | +20.8% | -71.5% | -52.3% |
| 3Y | +70.3% | -71.3% | +141.6% | +42.1% |
| All | +70.3% | -71.5% | +141.7% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling