+70.1%
SE vs AMC
-72.0%
+142.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -12.5% | +6.8% | -4.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -21.7% | +4.4% | -26.1% | -21.9% |
| 3M | -34.2% | +15.4% | -49.5% | -34.9% |
| 6M | -10.5% | +93.7% | -104.2% | -15.1% |
| YTD | -40.7% | +97.4% | -138.2% | -44.1% |
| 1Y | -52.1% | +23.2% | -75.3% | -53.7% |
| All | +70.1% | -72.0% | +142.1% | +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