+40.2%
AMC vs EOSE
-85.5%
+125.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.6% | -5.3% | +5.6% |
| 7D | +17.7% | +9.7% | +8.0% | +16.1% |
| 30D | +26.2% | -34.6% | +60.7% | +32.2% |
| 3M | +31.3% | -50.8% | +82.1% | +41.6% |
| 6M | +142.8% | -66.5% | +209.2% | +180.5% |
| YTD | +125.6% | -81.3% | +207.0% | +168.1% |
| 1Y | +40.2% | -84.8% | +125.1% | +70.4% |
| All | +40.2% | -85.5% | +125.7% | +70.4% |
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