-97.9%
AMC vs EQX
+238.5%
-336.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.4% |
| 7D | -0.8% | +3.8% | -4.6% | -0.7% |
| 30D | -1.2% | +9.4% | -10.5% | -1.0% |
| 3M | +42.2% | +16.8% | +25.4% | +42.6% |
| 6M | +118.8% | -23.7% | +142.5% | +117.2% |
| YTD | +64.1% | -9.6% | +73.7% | +64.1% |
| 1Y | -9.5% | +29.1% | -38.7% | -8.5% |
| 3Y | -64.3% | +175.3% | -239.7% | -62.5% |
| 5Y | -99.5% | +77.3% | -176.7% | -99.5% |
| All | -97.9% | +238.5% | -336.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling