-99.1%
AMC vs ALC
-10.7%
-88.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.1% |
| 7D | +6.6% | +2.1% | +4.5% | +5.3% |
| 30D | +14.1% | +17.2% | -3.1% | +3.2% |
| 3M | +31.3% | +4.6% | +26.6% | +26.9% |
| 6M | +126.7% | +20.1% | +106.6% | +98.9% |
| YTD | +117.9% | -4.2% | +122.1% | +120.7% |
| 1Y | +41.1% | +2.1% | +39.0% | +36.3% |
| 3Y | -61.0% | +4.5% | -65.4% | -66.2% |
| 5Y | -99.1% | -12.3% | -86.8% | -99.1% |
| All | -99.1% | -10.7% | -88.5% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling