-97.8%
AMC vs ALC
+26.4%
-124.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.9% |
| 7D | +8.4% | -6.2% | +14.6% | +11.9% |
| 30D | +9.2% | +14.0% | -4.9% | +2.2% |
| 3M | +32.0% | -2.4% | +34.4% | +33.4% |
| 6M | +149.3% | +12.6% | +136.6% | +132.7% |
| YTD | +114.1% | -8.4% | +122.5% | +121.3% |
| 1Y | +35.8% | -9.1% | +44.9% | +40.7% |
| 3Y | -58.3% | -0.3% | -58.0% | -60.2% |
| 5Y | -99.2% | -9.9% | -89.2% | -99.2% |
| All | -97.8% | +26.4% | -124.1% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling