-2.6%
AMC vs ES
+16.6%
-19.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -0.7% | -2.0% | +1.2% | -0.7% |
| 3M | +35.2% | +1.7% | +33.5% | +34.8% |
| 6M | +124.6% | -3.5% | +128.1% | +126.0% |
| YTD | +69.9% | +7.9% | +62.0% | +66.8% |
| 1Y | -2.6% | +17.2% | -19.7% | -10.4% |
| All | -2.6% | +16.6% | -19.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling