-98.0%
AMC vs ALC
+34.7%
-132.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.0% | -11.5% | -12.0% |
| 7D | 0.0% | +7.6% | -7.6% | -3.5% |
| 30D | +4.4% | +21.1% | -16.7% | -5.2% |
| 3M | +15.4% | +8.5% | +6.9% | +10.4% |
| 6M | +93.7% | +2.8% | +90.9% | +88.3% |
| YTD | +97.4% | -2.4% | +99.8% | +97.7% |
| 1Y | +23.2% | +3.5% | +19.7% | +19.5% |
| 3Y | -71.3% | +4.2% | -75.4% | -73.1% |
| 5Y | -99.3% | -9.0% | -90.3% | -99.3% |
| All | -98.0% | +34.7% | -132.6% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling