-2.6%
AMC vs EOSE
-49.1%
+46.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.9% | -6.5% | +3.0% |
| 7D | +2.3% | +19.0% | -16.7% | 0.0% |
| 30D | -0.7% | +1.6% | -2.3% | -1.4% |
| 3M | +35.2% | -52.0% | +87.2% | +48.5% |
| 6M | +124.6% | -42.5% | +167.1% | +140.4% |
| YTD | +69.9% | -66.1% | +136.0% | +87.5% |
| 1Y | -2.6% | -47.1% | +44.6% | +5.9% |
| All | -2.6% | -49.1% | +46.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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