+38.2%
AMC vs ALC
+2.0%
+36.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +6.6% | +2.1% | +4.5% | +5.8% |
| 30D | +14.1% | +17.2% | -3.1% | +7.7% |
| 3M | +31.3% | +4.6% | +26.6% | +28.6% |
| 6M | +126.7% | +20.1% | +106.6% | +108.8% |
| YTD | +117.9% | -4.2% | +122.1% | +124.8% |
| All | +38.2% | +2.0% | +36.2% | +38.7% |
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