-98.1%
AMC vs ES
+164.2%
-262.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -0.7% | -2.0% | +1.2% | -0.5% |
| 3M | +35.2% | +1.7% | +33.5% | +34.7% |
| 6M | +124.6% | -3.5% | +128.1% | +125.2% |
| YTD | +69.9% | +7.9% | +62.0% | +67.6% |
| 1Y | -2.6% | +17.2% | -19.7% | -5.1% |
| 3Y | -79.8% | +29.3% | -109.1% | -80.7% |
| 5Y | -99.4% | -5.7% | -93.6% | -99.4% |
| 10Y | -98.9% | +85.2% | -184.1% | -99.0% |
| All | -98.1% | +164.2% | -262.3% | -98.4% |
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 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