+589.4%
SE vs AMC
-97.7%
+687.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.1% |
| 7D | -6.1% | +2.3% | -8.4% | -6.2% |
| 30D | -2.5% | -0.7% | -1.7% | -2.5% |
| 3M | +21.7% | +35.2% | -13.5% | +19.7% |
| 6M | +27.0% | +124.6% | -97.6% | +22.4% |
| YTD | -12.1% | +69.9% | -82.0% | -14.6% |
| 1Y | -40.9% | -2.6% | -38.3% | -41.5% |
| 3Y | +191.0% | -79.8% | +270.8% | +195.7% |
| 5Y | -68.3% | -99.4% | +31.1% | -66.1% |
| All | +589.4% | -97.7% | +687.1% | +740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling