-58.9%
AMC vs ETR
+155.2%
-214.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.5% | +1.2% | +2.3% | +3.5% |
| 30D | +12.5% | +7.0% | +5.4% | +12.4% |
| 3M | +23.6% | +4.6% | +19.0% | +23.6% |
| 6M | +144.4% | +0.1% | +144.2% | +144.8% |
| YTD | +108.3% | +23.2% | +85.2% | +101.2% |
| 1Y | +38.9% | +20.6% | +18.3% | +34.6% |
| 3Y | -58.9% | +156.3% | -215.1% | -61.9% |
| All | -58.9% | +155.2% | -214.1% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling