-99.5%
AMC vs ET
+235.7%
-335.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -1.2% | +6.9% | -8.0% | -4.9% |
| 3M | +42.2% | +13.1% | +29.1% | +31.4% |
| 6M | +118.8% | +18.7% | +100.1% | +94.5% |
| YTD | +64.1% | +37.4% | +26.7% | +32.2% |
| 1Y | -9.5% | +34.8% | -44.4% | -26.4% |
| 3Y | -64.3% | +96.8% | -161.1% | -79.8% |
| 5Y | -99.5% | +238.2% | -337.7% | -99.8% |
| All | -99.5% | +235.7% | -335.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling