-97.9%
AMC vs EQX
+232.0%
-330.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.3% |
| 7D | -7.2% | -3.2% | -4.0% | -7.2% |
| 30D | -2.8% | +7.8% | -10.5% | -2.7% |
| 3M | +7.9% | +21.3% | -13.4% | +8.2% |
| 6M | +119.6% | -22.4% | +142.1% | +118.3% |
| YTD | +57.7% | -11.3% | +69.0% | +57.7% |
| 1Y | -12.1% | +13.5% | -25.6% | -11.4% |
| 3Y | -66.5% | +162.1% | -228.6% | -64.8% |
| 5Y | -99.5% | +84.2% | -183.7% | -99.5% |
| All | -97.9% | +232.0% | -330.0% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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