-98.9%
AMC vs ESI
+316.2%
-415.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +2.7% |
| 7D | +2.3% | +3.3% | -1.0% | +0.5% |
| 30D | -0.7% | -5.9% | +5.1% | +2.4% |
| 3M | +35.2% | -14.1% | +49.3% | +44.3% |
| 6M | +124.6% | +6.6% | +118.0% | +107.8% |
| YTD | +69.9% | +45.0% | +24.8% | +30.2% |
| 1Y | -2.6% | +41.5% | -44.0% | -25.0% |
| 3Y | -79.8% | +78.8% | -158.5% | -87.2% |
| 5Y | -99.4% | +70.9% | -170.3% | -99.6% |
| All | -98.9% | +316.2% | -415.1% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling