-97.7%
AMC vs EL
+78.0%
-175.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | +2.6% | +0.8% | +1.9% | +2.5% |
| 30D | +9.0% | +16.5% | -7.5% | +3.5% |
| 3M | +22.2% | +29.2% | -7.0% | +12.2% |
| 6M | +91.5% | +27.9% | +63.6% | +74.9% |
| YTD | +101.3% | +6.2% | +95.1% | +92.7% |
| 1Y | +20.8% | +27.2% | -6.4% | +8.4% |
| 3Y | -71.3% | +3.2% | -74.5% | -74.2% |
| 5Y | -99.2% | -66.0% | -33.3% | -99.0% |
| 10Y | -98.7% | +58.3% | -157.0% | -99.0% |
| All | -97.7% | +78.0% | -175.7% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling