-61.0%
AMC vs ALC
+2.4%
-63.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +6.6% | +2.1% | +4.5% | +5.7% |
| 30D | +14.1% | +17.2% | -3.1% | +6.6% |
| 3M | +31.3% | +4.6% | +26.6% | +28.3% |
| 6M | +126.7% | +20.1% | +106.6% | +107.4% |
| YTD | +117.9% | -4.2% | +122.1% | +121.0% |
| 1Y | +41.1% | +2.1% | +39.0% | +38.6% |
| 3Y | -61.0% | +4.5% | -65.4% | -65.1% |
| All | -61.0% | +2.4% | -63.3% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling