-98.7%
AMC vs ES
+92.3%
-191.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | +14.0% | +6.7% | +7.3% | +13.0% |
| 3M | +42.5% | +0.3% | +42.2% | +42.3% |
| 6M | +142.6% | +7.4% | +135.2% | +139.6% |
| YTD | +119.2% | +8.4% | +110.8% | +116.1% |
| 1Y | +40.7% | +0.6% | +40.1% | +40.0% |
| 3Y | -57.3% | +50.6% | -107.9% | -59.9% |
| 5Y | -99.1% | +4.8% | -104.0% | -99.2% |
| 10Y | -98.7% | +93.1% | -191.8% | -98.8% |
| All | -98.7% | +92.3% | -191.0% | -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