-98.7%
AMC vs ALLE
+222.4%
-321.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.7% |
| 7D | +2.6% | -0.6% | +3.2% | +3.4% |
| 30D | +9.0% | +25.3% | -16.3% | -9.7% |
| 3M | +22.2% | +10.3% | +11.9% | +12.4% |
| 6M | +91.5% | +38.0% | +53.4% | +46.1% |
| YTD | +101.3% | +17.8% | +83.5% | +71.3% |
| 1Y | +20.8% | +13.6% | +7.2% | +5.7% |
| 3Y | -71.3% | +89.2% | -160.5% | -84.7% |
| 5Y | -99.2% | +51.1% | -150.3% | -99.5% |
| All | -98.7% | +222.4% | -321.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling