-50.0%
TE vs AMC
-96.2%
+46.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.8% |
| 7D | +15.0% | -6.8% | +21.8% | +15.4% |
| 30D | -7.5% | +1.7% | -9.2% | -7.7% |
| 3M | -42.0% | +26.8% | -68.8% | -43.1% |
| 6M | -31.4% | +117.7% | -149.1% | -34.6% |
| YTD | -26.5% | +57.7% | -84.2% | -28.9% |
| 1Y | +153.1% | -12.5% | +165.5% | +151.3% |
| 3Y | -20.7% | -65.7% | +45.1% | -19.4% |
| 5Y | -45.4% | -99.5% | +54.0% | -41.1% |
| All | -50.0% | -96.2% | +46.2% | -44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling