-99.4%
AMC vs ALLE
+13.7%
-113.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.5% |
| 30D | -0.7% | -6.8% | +6.0% | +4.9% |
| 3M | +35.2% | +21.0% | +14.2% | +16.1% |
| 6M | +124.6% | +1.1% | +123.5% | +120.5% |
| YTD | +69.9% | -0.5% | +70.4% | +66.6% |
| 1Y | -2.6% | -7.3% | +4.7% | +0.9% |
| 3Y | -79.8% | +42.3% | -122.0% | -86.3% |
| All | -99.4% | +13.7% | -113.2% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling