-80.6%
AMC vs ES
+29.7%
-110.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -0.7% | -2.0% | +1.2% | -0.4% |
| 3M | +35.2% | +1.7% | +33.5% | +34.4% |
| 6M | +124.6% | -3.5% | +128.1% | +125.8% |
| YTD | +69.9% | +7.9% | +62.0% | +65.9% |
| 1Y | -2.6% | +17.2% | -19.7% | -7.5% |
| All | -80.6% | +29.7% | -110.3% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling