-98.8%
AMC vs ET
+160.8%
-259.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +3.5% | +2.5% | +1.0% | +2.1% |
| 30D | +12.5% | -2.5% | +14.9% | +13.5% |
| 3M | +23.6% | -4.9% | +28.4% | +25.9% |
| 6M | +144.4% | -0.1% | +144.4% | +139.3% |
| YTD | +108.3% | +26.2% | +82.1% | +76.2% |
| 1Y | +38.9% | +25.2% | +13.7% | +18.0% |
| 3Y | -58.9% | +84.2% | -143.0% | -73.4% |
| 5Y | -99.2% | +216.1% | -315.3% | -99.6% |
| All | -98.8% | +160.8% | -259.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling