-98.8%
AMC vs ES
+98.2%
-197.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +3.5% | +2.7% | +0.8% | +3.2% |
| 30D | +12.5% | +7.6% | +4.9% | +11.4% |
| 3M | +23.6% | +0.5% | +23.1% | +23.4% |
| 6M | +144.4% | +7.6% | +136.8% | +141.5% |
| YTD | +108.3% | +10.2% | +98.1% | +104.9% |
| 1Y | +38.9% | +1.8% | +37.1% | +38.0% |
| 3Y | -58.9% | +55.4% | -114.2% | -61.5% |
| 5Y | -99.2% | +7.3% | -106.5% | -99.2% |
| All | -98.8% | +98.2% | -197.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling