-49.1%
TE vs AMC
+40.5%
-89.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.2% | -5.0% |
| 7D | -10.5% | +6.6% | -17.1% | -11.7% |
| 30D | -32.4% | +14.1% | -46.5% | -34.2% |
| 3M | -60.9% | +31.3% | -92.1% | -63.5% |
| 6M | -62.8% | +126.7% | -189.5% | -73.4% |
| YTD | -65.7% | +117.9% | -183.7% | -74.7% |
| All | -49.1% | +40.5% | -89.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling