-78.0%
SE vs AMC
-99.3%
+21.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.6% |
| 30D | -20.0% | +9.0% | -29.0% | -21.1% |
| 3M | -31.8% | +22.2% | -54.0% | -34.3% |
| 6M | -15.9% | +91.5% | -107.3% | -26.7% |
| YTD | -40.6% | +101.3% | -141.9% | -49.3% |
| 1Y | -50.7% | +20.8% | -71.5% | -54.4% |
| 3Y | +70.3% | -71.3% | +141.6% | +83.9% |
| All | -78.0% | -99.3% | +21.3% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling