-98.7%
AMC vs ES
+82.6%
-181.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.3% |
| 7D | +6.6% | -0.1% | +6.7% | +6.5% |
| 30D | +14.1% | +5.7% | +8.4% | +13.2% |
| 3M | +31.3% | -2.8% | +34.1% | +31.6% |
| 6M | +126.7% | +7.0% | +119.7% | +124.0% |
| YTD | +117.9% | +6.8% | +111.2% | +115.2% |
| 1Y | +41.1% | -0.5% | +41.5% | +40.5% |
| 3Y | -61.0% | +47.2% | -108.1% | -63.2% |
| 5Y | -99.1% | +2.3% | -101.4% | -99.2% |
| 10Y | -98.7% | +85.6% | -184.3% | -98.7% |
| All | -98.7% | +82.6% | -181.3% | -98.7% |
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