-99.3%
AMC vs EL
-66.1%
-33.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | +2.6% | +0.8% | +1.9% | +2.5% |
| 30D | +9.0% | +16.5% | -7.5% | +2.8% |
| 3M | +22.2% | +29.2% | -7.0% | +10.8% |
| 6M | +91.5% | +27.9% | +63.6% | +72.5% |
| YTD | +101.3% | +6.2% | +95.1% | +91.1% |
| 1Y | +20.8% | +27.2% | -6.4% | +6.3% |
| 3Y | -71.3% | +3.2% | -74.5% | -75.0% |
| All | -99.3% | -66.1% | -33.2% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling