+40.2%
AMC vs ETR
+18.4%
+21.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +8.1% |
| 7D | +17.7% | +3.7% | +14.0% | +18.9% |
| 30D | +26.2% | +11.0% | +15.2% | +30.4% |
| 3M | +31.3% | +3.4% | +27.9% | +32.9% |
| 6M | +142.8% | -3.3% | +146.1% | +148.1% |
| YTD | +125.6% | +23.3% | +102.4% | +104.9% |
| 1Y | +40.2% | +19.2% | +21.1% | +29.8% |
| All | +40.2% | +18.4% | +21.9% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling