-98.1%
AMC vs ETR
+475.8%
-573.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | -0.7% | +1.0% | -1.7% | -1.1% |
| 3M | +35.2% | -1.3% | +36.5% | +35.0% |
| 6M | +124.6% | +1.9% | +122.7% | +120.8% |
| YTD | +69.9% | +18.2% | +51.7% | +58.8% |
| 1Y | -2.6% | +24.7% | -27.3% | -10.7% |
| 3Y | -79.8% | +150.7% | -230.5% | -85.8% |
| 5Y | -99.4% | +127.0% | -226.4% | -99.6% |
| 10Y | -98.9% | +295.5% | -394.3% | -99.3% |
| All | -98.1% | +475.8% | -573.9% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling