-84.9%
AMC vs EOSE
-81.0%
-3.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.5% | -8.2% | -3.5% |
| 7D | +3.5% | +9.8% | -6.3% | +1.7% |
| 30D | +12.5% | -2.1% | +14.5% | +12.0% |
| 3M | +23.6% | -54.1% | +77.7% | +36.1% |
| 6M | +144.4% | -76.9% | +221.3% | +195.4% |
| YTD | +108.3% | -83.3% | +191.7% | +152.2% |
| 1Y | +38.9% | -87.4% | +126.3% | +74.6% |
| 3Y | -58.9% | +61.9% | -120.7% | -72.8% |
| 5Y | -99.2% | -82.1% | -17.1% | -99.4% |
| All | -84.9% | -81.0% | -3.9% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling