+78.8%
SE vs AMC
-58.4%
+137.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.3% | +2.4% |
| 7D | +3.3% | +6.6% | -3.3% | +2.9% |
| 30D | -18.2% | +14.1% | -32.2% | -18.8% |
| 3M | -31.3% | +31.3% | -62.5% | -32.6% |
| 6M | -10.1% | +126.7% | -136.8% | -15.5% |
| YTD | -38.9% | +117.9% | -156.8% | -42.7% |
| 1Y | -48.0% | +41.1% | -89.1% | -50.2% |
| 3Y | +78.8% | -61.0% | +139.8% | +47.4% |
| All | +78.8% | -58.4% | +137.2% | +47.4% |
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 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