+38.2%
AMC vs ESI
+19.1%
+19.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.1% | +6.7% |
| 7D | +6.6% | -3.5% | +10.0% | +7.7% |
| 30D | +14.1% | -9.3% | +23.3% | +17.2% |
| 3M | +31.3% | -12.8% | +44.1% | +36.0% |
| 6M | +126.7% | -24.6% | +151.3% | +145.9% |
| YTD | +117.9% | +32.7% | +85.2% | +72.3% |
| All | +38.2% | +19.1% | +19.1% | +17.2% |
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