+40.7%
AMC vs EL
+25.2%
+15.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.8% | +0.3% | -3.1% | -2.7% |
| 30D | +14.0% | +12.3% | +1.7% | +9.9% |
| 3M | +42.5% | +28.4% | +14.1% | +32.5% |
| 6M | +142.6% | +36.7% | +105.8% | +119.1% |
| YTD | +119.2% | +8.4% | +110.8% | +104.1% |
| 1Y | +40.7% | +25.4% | +15.3% | +25.1% |
| All | +40.7% | +25.2% | +15.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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