-99.3%
AMC vs ESI
+28.5%
-127.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.9% |
| 7D | +2.6% | -8.5% | +11.1% | +7.7% |
| 30D | +9.0% | -15.7% | +24.7% | +19.3% |
| 3M | +22.2% | -18.2% | +40.4% | +35.1% |
| 6M | +91.5% | -28.8% | +120.3% | +124.7% |
| YTD | +101.3% | +26.3% | +75.0% | +58.4% |
| 1Y | +20.8% | +18.2% | +2.5% | -1.1% |
| 3Y | -71.3% | +68.1% | -139.4% | -84.2% |
| All | -99.3% | +28.5% | -127.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling