+40.2%
AMC vs ALC
+4.2%
+36.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.8% | +0.5% | +4.6% |
| 7D | +17.7% | +10.7% | +7.0% | +13.4% |
| 30D | +26.2% | +20.2% | +6.0% | +17.7% |
| 3M | +31.3% | +8.9% | +22.4% | +26.5% |
| 6M | +142.8% | +5.7% | +137.0% | +134.0% |
| YTD | +125.6% | -1.4% | +127.1% | +130.2% |
| 1Y | +40.2% | +4.7% | +35.5% | +34.5% |
| All | +40.2% | +4.2% | +36.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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