-71.3%
AMC vs ALLE
+88.9%
-160.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.4% |
| 7D | +2.6% | -0.6% | +3.2% | +3.1% |
| 30D | +9.0% | +25.3% | -16.3% | -1.9% |
| 3M | +22.2% | +10.3% | +11.9% | +16.9% |
| 6M | +91.5% | +38.0% | +53.4% | +64.6% |
| YTD | +101.3% | +17.8% | +83.5% | +82.7% |
| 1Y | +20.8% | +13.6% | +7.2% | +11.5% |
| 3Y | -71.3% | +89.2% | -160.5% | -80.5% |
| All | -71.3% | +88.9% | -160.2% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling