-97.5%
AMC vs ESI
+156.5%
-254.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | +8.4% | +8.3% | +0.1% | +5.1% |
| 30D | +9.2% | -10.4% | +19.6% | +14.0% |
| 3M | +32.0% | -13.2% | +45.2% | +38.9% |
| 6M | +149.3% | -23.9% | +173.1% | +173.1% |
| YTD | +114.1% | +34.2% | +79.9% | +83.1% |
| 1Y | +35.8% | +22.2% | +13.5% | +20.6% |
| 3Y | -58.3% | +79.2% | -137.5% | -69.4% |
| 5Y | -99.2% | +38.1% | -137.3% | -99.3% |
| 10Y | -98.8% | +323.6% | -422.3% | -99.3% |
| All | -97.5% | +156.5% | -254.1% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling