-97.5%
AMC vs ET
+167.5%
-265.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.8% | +1.8% | -4.6% | -3.3% |
| 30D | +14.0% | -3.0% | +17.0% | +14.8% |
| 3M | +42.5% | -4.7% | +47.2% | +44.0% |
| 6M | +142.6% | +2.7% | +139.9% | +137.7% |
| YTD | +119.2% | +26.5% | +92.7% | +99.6% |
| 1Y | +40.7% | +25.0% | +15.8% | +28.7% |
| 3Y | -57.3% | +85.4% | -142.7% | -66.2% |
| 5Y | -99.1% | +215.5% | -314.6% | -99.4% |
| 10Y | -98.7% | +161.3% | -260.1% | -99.2% |
| All | -97.5% | +167.5% | -265.0% | -98.3% |
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