-98.1%
AMC vs ET
+190.4%
-288.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | -0.7% | +7.5% | -8.2% | -3.2% |
| 3M | +35.2% | +11.4% | +23.8% | +29.8% |
| 6M | +124.6% | +18.5% | +106.0% | +110.4% |
| YTD | +69.9% | +37.4% | +32.5% | +51.3% |
| 1Y | -2.6% | +30.9% | -33.5% | -12.0% |
| 3Y | -79.8% | +98.7% | -178.5% | -84.2% |
| 5Y | -99.4% | +230.7% | -330.1% | -99.6% |
| 10Y | -98.9% | +175.6% | -274.5% | -99.3% |
| All | -98.1% | +190.4% | -288.5% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling