-27.8%
TE vs AMC
-79.6%
+51.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.4% |
| 7D | -4.0% | +2.3% | -6.3% | -4.5% |
| 30D | -15.9% | -0.7% | -15.2% | -16.1% |
| 3M | -60.5% | +35.2% | -95.8% | -64.1% |
| 6M | -35.2% | +124.6% | -159.8% | -47.9% |
| YTD | -31.1% | +69.9% | -101.0% | -41.7% |
| 1Y | +148.6% | -2.6% | +151.2% | +133.8% |
| All | -27.8% | -79.6% | +51.8% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling