+40.7%
AMC vs ETR
+18.6%
+22.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +14.0% | +7.7% | +6.3% | +16.3% |
| 3M | +42.5% | +5.7% | +36.8% | +45.0% |
| 6M | +142.6% | -0.3% | +142.8% | +146.2% |
| YTD | +119.2% | +23.4% | +95.9% | +91.9% |
| 1Y | +40.7% | +18.5% | +22.3% | +28.4% |
| All | +40.7% | +18.6% | +22.2% | +28.4% |
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