-99.4%
AMC vs EL
-67.1%
-32.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.4% | +3.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | -0.7% | +19.8% | -20.6% | -7.5% |
| 3M | +35.2% | +25.7% | +9.5% | +23.6% |
| 6M | +124.6% | +5.4% | +119.1% | +116.2% |
| YTD | +69.9% | +0.2% | +69.7% | +64.7% |
| 1Y | -2.6% | +20.4% | -23.0% | -13.6% |
| 3Y | -79.8% | -32.1% | -47.6% | -77.1% |
| All | -99.4% | -67.1% | -32.3% | -99.0% |
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