-89.0%
AMC vs EOSE
-60.2%
-28.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.5% |
| 7D | -7.1% | +14.0% | -21.1% | -9.1% |
| 30D | -1.7% | -5.9% | +4.2% | -1.3% |
| 3M | +13.5% | -34.3% | +47.7% | +19.2% |
| 6M | +112.6% | -37.8% | +150.4% | +120.9% |
| YTD | +51.3% | -65.2% | +116.5% | +66.4% |
| 1Y | -14.5% | -41.9% | +27.4% | -15.7% |
| 3Y | -67.1% | +44.6% | -111.7% | -77.3% |
| 5Y | -99.5% | -69.2% | -30.3% | -99.7% |
| All | -89.0% | -60.2% | -28.8% | -91.6% |
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