+124.6%
AMC vs ALC
-15.6%
+140.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.1% |
| 7D | +2.3% | -2.1% | +4.4% | +3.1% |
| 30D | -0.7% | -0.1% | -0.6% | -1.2% |
| 3M | +35.2% | +5.9% | +29.3% | +30.8% |
| 6M | +124.6% | -15.9% | +140.5% | +173.6% |
| All | +124.6% | -15.6% | +140.1% | +173.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling