-71.9%
AMC vs ES
+50.7%
-122.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.1% | -14.6% | -12.8% |
| 7D | 0.0% | +5.9% | -5.9% | -1.0% |
| 30D | +4.4% | +10.2% | -5.8% | +2.6% |
| 3M | +15.4% | +0.4% | +14.9% | +15.4% |
| 6M | +93.7% | +6.9% | +86.8% | +90.6% |
| YTD | +97.4% | +10.5% | +86.9% | +92.0% |
| 1Y | +23.2% | +3.2% | +20.0% | +21.5% |
| All | -71.9% | +50.7% | -122.6% | -77.9% |
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