-98.7%
AMC vs ET
+166.6%
-265.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.8% |
| 7D | +5.5% | -1.9% | +7.4% | +6.5% |
| 30D | +16.1% | -3.1% | +19.2% | +17.6% |
| 3M | +43.0% | -3.9% | +46.9% | +44.8% |
| 6M | +130.7% | +4.0% | +126.7% | +120.4% |
| YTD | +121.8% | +26.4% | +95.4% | +87.4% |
| 1Y | +40.7% | +24.9% | +15.8% | +19.6% |
| 3Y | -56.8% | +85.2% | -142.0% | -72.1% |
| 5Y | -99.1% | +218.3% | -317.4% | -99.6% |
| 10Y | -98.7% | +172.0% | -270.6% | -99.4% |
| All | -98.7% | +166.6% | -265.2% | -99.4% |
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