-56.8%
AMC vs ES
+46.6%
-103.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +5.5% | +0.9% | +4.6% | +5.3% |
| 30D | +16.1% | +5.9% | +10.2% | +15.0% |
| 3M | +43.0% | -1.0% | +44.0% | +43.1% |
| 6M | +130.7% | +7.2% | +123.5% | +126.6% |
| YTD | +121.8% | +7.0% | +114.8% | +117.5% |
| 1Y | +40.7% | +0.5% | +40.2% | +39.5% |
| 3Y | -56.8% | +48.7% | -105.5% | -63.8% |
| All | -56.8% | +46.6% | -103.4% | -63.8% |
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 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