+124.6%
AMC vs ESI
+7.2%
+117.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.7% |
| 7D | +2.3% | +3.3% | -1.0% | +1.7% |
| 30D | -0.7% | -5.9% | +5.1% | +0.5% |
| 3M | +35.2% | -14.1% | +49.3% | +41.8% |
| 6M | +124.6% | +6.6% | +118.0% | +122.4% |
| All | +124.6% | +7.2% | +117.4% | +122.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling