-80.6%
AMC vs ALC
-13.3%
-67.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.2% |
| 7D | +2.3% | -2.1% | +4.4% | +3.2% |
| 30D | -0.7% | -0.1% | -0.6% | -1.0% |
| 3M | +35.2% | +5.9% | +29.3% | +30.9% |
| 6M | +124.6% | -15.9% | +140.5% | +141.1% |
| YTD | +69.9% | -10.1% | +80.0% | +76.9% |
| 1Y | -2.6% | -10.2% | +7.6% | +1.1% |
| All | -80.6% | -13.3% | -67.3% | -83.1% |
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