-64.3%
AMC vs EOSE
+36.5%
-100.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.2% | -4.7% |
| 7D | -0.8% | +41.4% | -42.2% | -5.2% |
| 30D | -1.2% | +3.6% | -4.8% | -2.1% |
| 3M | +42.2% | -35.7% | +77.9% | +48.9% |
| 6M | +118.8% | -29.9% | +148.7% | +124.0% |
| YTD | +64.1% | -62.5% | +126.6% | +76.9% |
| 1Y | -9.5% | -37.4% | +27.9% | -10.6% |
| 3Y | -64.3% | +55.8% | -120.1% | -73.7% |
| All | -64.3% | +36.5% | -100.9% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling