-97.7%
AMC vs ALC
+30.3%
-128.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | +5.5% | +2.3% | +3.2% | +4.4% |
| 30D | +16.1% | +15.5% | +0.6% | +7.9% |
| 3M | +43.0% | +0.6% | +42.4% | +42.2% |
| 6M | +130.7% | +18.4% | +112.3% | +109.8% |
| YTD | +121.8% | -5.6% | +127.4% | +125.7% |
| 1Y | +40.7% | 0.0% | +40.6% | +38.6% |
| 3Y | -56.8% | +2.8% | -59.6% | -59.4% |
| 5Y | -99.1% | -8.8% | -90.3% | -99.1% |
| All | -97.7% | +30.3% | -128.0% | -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