-68.1%
SE vs AMC
-99.4%
+31.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | -6.1% | +2.3% | -8.4% | -6.5% |
| 30D | -2.5% | -0.7% | -1.7% | -2.6% |
| 3M | +21.7% | +35.2% | -13.5% | +13.3% |
| 6M | +27.0% | +124.6% | -97.6% | +7.7% |
| YTD | -12.1% | +69.9% | -82.0% | -22.7% |
| 1Y | -40.9% | -2.6% | -38.3% | -43.4% |
| 3Y | +191.0% | -79.8% | +270.8% | +223.4% |
| All | -68.1% | -99.4% | +31.3% | -38.4% |
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 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