+142.6%
AMC vs ETR
+0.1%
+142.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -3.1% |
| 30D | +14.0% | +7.7% | +6.3% | +22.2% |
| 3M | +42.5% | +5.7% | +36.8% | +50.0% |
| 6M | +142.6% | -0.3% | +142.8% | +140.0% |
| All | +142.6% | +0.1% | +142.4% | +140.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling