-61.0%
AMC vs EOSE
+43.5%
-104.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.0% | +0.2% | +7.3% |
| 7D | +6.6% | +6.8% | -0.2% | +5.9% |
| 30D | +14.1% | -25.4% | +39.5% | +17.5% |
| 3M | +31.3% | -54.7% | +86.0% | +42.0% |
| 6M | +126.7% | -76.5% | +203.2% | +163.8% |
| YTD | +117.9% | -83.6% | +201.5% | +155.5% |
| 1Y | +41.1% | -89.7% | +130.8% | +73.2% |
| 3Y | -61.0% | +38.7% | -99.7% | -73.1% |
| All | -61.0% | +43.5% | -104.5% | -73.1% |
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