-97.7%
AMC vs ES
+170.6%
-268.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.1% | -14.6% | -12.7% |
| 7D | 0.0% | +5.9% | -5.9% | -0.7% |
| 30D | +4.4% | +10.2% | -5.8% | +3.1% |
| 3M | +15.4% | +0.4% | +14.9% | +15.2% |
| 6M | +93.7% | +6.9% | +86.8% | +91.6% |
| YTD | +97.4% | +10.5% | +86.9% | +94.2% |
| 1Y | +23.2% | +3.2% | +20.0% | +22.1% |
| 3Y | -71.3% | +49.0% | -120.3% | -73.0% |
| 5Y | -99.3% | +4.5% | -103.7% | -99.3% |
| 10Y | -98.7% | +92.3% | -191.0% | -98.9% |
| All | -97.7% | +170.6% | -268.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling