+40.2%
AMC vs ESI
+27.8%
+12.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +12.0% | +8.5% |
| 7D | +17.7% | -6.6% | +24.3% | +19.6% |
| 30D | +26.2% | -10.9% | +37.1% | +29.7% |
| 3M | +31.3% | -13.8% | +45.2% | +35.8% |
| 6M | +142.8% | -21.5% | +164.3% | +158.8% |
| YTD | +125.6% | +34.7% | +91.0% | +84.7% |
| 1Y | +40.2% | +24.9% | +15.3% | +18.7% |
| All | +40.2% | +27.8% | +12.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling