-98.8%
AMC vs ETR
+351.9%
-450.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | +9.0% | +7.5% | +1.5% | +6.6% |
| 3M | +22.2% | +4.4% | +17.7% | +20.5% |
| 6M | +91.5% | -1.5% | +93.0% | +91.0% |
| YTD | +101.3% | +21.8% | +79.5% | +85.0% |
| 1Y | +20.8% | +18.4% | +2.4% | +12.1% |
| 3Y | -71.3% | +148.5% | -219.8% | -80.5% |
| 5Y | -99.2% | +152.6% | -251.9% | -99.5% |
| All | -98.8% | +351.9% | -450.6% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling