-99.1%
AMC vs ESI
+44.9%
-144.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.1% | -3.3% |
| 7D | -2.8% | +1.8% | -4.7% | -3.5% |
| 30D | +14.0% | -6.6% | +20.6% | +18.1% |
| 3M | +42.5% | -9.4% | +51.9% | +49.0% |
| 6M | +142.6% | -24.1% | +166.7% | +175.7% |
| YTD | +119.2% | +37.1% | +82.1% | +64.6% |
| 1Y | +40.7% | +24.5% | +16.2% | +12.5% |
| 3Y | -57.3% | +83.2% | -140.5% | -77.7% |
| 5Y | -99.1% | +44.0% | -143.1% | -99.4% |
| All | -99.1% | +44.9% | -144.0% | -99.4% |
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