-99.0%
AMC vs ET
+166.1%
-265.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.3% |
| 7D | -6.8% | +0.6% | -7.5% | -7.2% |
| 30D | +1.7% | +5.3% | -3.6% | -1.4% |
| 3M | +26.8% | +15.6% | +11.2% | +15.7% |
| 6M | +117.7% | +20.6% | +97.1% | +92.4% |
| YTD | +57.7% | +38.5% | +19.2% | +28.3% |
| 1Y | -12.5% | +35.7% | -48.2% | -28.1% |
| 3Y | -65.7% | +98.4% | -164.1% | -78.2% |
| 5Y | -99.5% | +245.3% | -344.8% | -99.8% |
| 10Y | -99.0% | +173.7% | -272.7% | -99.6% |
| All | -99.0% | +166.1% | -265.1% | -99.6% |
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