-97.5%
AMC vs ET
+162.6%
-260.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +8.0% |
| 7D | +6.6% | -4.4% | +11.0% | +8.1% |
| 30D | +14.1% | -4.8% | +18.9% | +15.6% |
| 3M | +31.3% | -3.4% | +34.7% | +32.0% |
| 6M | +126.7% | +2.2% | +124.5% | +122.3% |
| YTD | +117.9% | +24.2% | +93.7% | +99.6% |
| 1Y | +41.1% | +24.5% | +16.6% | +29.1% |
| 3Y | -61.0% | +83.6% | -144.6% | -69.0% |
| 5Y | -99.1% | +203.4% | -302.5% | -99.4% |
| 10Y | -98.7% | +166.5% | -265.2% | -99.1% |
| All | -97.5% | +162.6% | -260.1% | -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