-84.1%
AMC vs EOSE
-80.2%
-3.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.4% | -15.5% | -3.3% |
| 7D | -2.8% | -7.0% | +4.2% | -1.9% |
| 30D | +14.0% | -16.7% | +30.7% | +16.2% |
| 3M | +42.5% | -53.1% | +95.6% | +56.5% |
| 6M | +142.6% | -76.8% | +219.3% | +193.2% |
| YTD | +119.2% | -82.6% | +201.9% | +164.0% |
| 1Y | +40.7% | -89.3% | +130.0% | +81.2% |
| 3Y | -57.3% | +55.5% | -112.8% | -71.5% |
| 5Y | -99.1% | -81.9% | -17.3% | -99.4% |
| All | -84.1% | -80.2% | -3.9% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling