-71.3%
AMC vs ALC
+2.3%
-73.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.9% |
| 7D | +2.6% | +4.9% | -2.3% | +0.6% |
| 30D | +9.0% | +19.0% | -9.9% | +1.1% |
| 3M | +22.2% | +7.8% | +14.4% | +17.8% |
| 6M | +91.5% | +14.6% | +76.9% | +78.9% |
| YTD | +101.3% | -4.4% | +105.7% | +104.3% |
| 1Y | +20.8% | +1.4% | +19.4% | +19.0% |
| 3Y | -71.3% | +2.5% | -73.8% | -74.8% |
| All | -71.3% | +2.3% | -73.6% | -74.8% |
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