-56.8%
AMC vs ESI
+78.7%
-135.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +5.5% | -6.6% | +12.1% | +7.8% |
| 30D | +16.1% | -9.8% | +25.9% | +19.9% |
| 3M | +43.0% | -11.9% | +54.9% | +48.2% |
| 6M | +130.7% | -25.1% | +155.8% | +150.4% |
| YTD | +121.8% | +31.9% | +89.9% | +94.0% |
| 1Y | +40.7% | +19.2% | +21.5% | +27.2% |
| 3Y | -56.8% | +76.2% | -133.0% | -70.2% |
| All | -56.8% | +78.7% | -135.5% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling