+40.7%
AMC vs ALC
+0.5%
+40.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +5.5% | +2.3% | +3.2% | +4.7% |
| 30D | +16.1% | +15.5% | +0.6% | +10.2% |
| 3M | +43.0% | +0.6% | +42.4% | +42.3% |
| 6M | +130.7% | +18.4% | +112.3% | +113.6% |
| YTD | +121.8% | -5.6% | +127.4% | +130.1% |
| 1Y | +40.7% | 0.0% | +40.6% | +42.0% |
| All | +40.7% | +0.5% | +40.1% | +42.0% |
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