-99.1%
AMC vs ALLE
+53.5%
-152.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.2% |
| 7D | +5.5% | +0.1% | +5.4% | +5.9% |
| 30D | +16.1% | +25.9% | -9.8% | -2.8% |
| 3M | +43.0% | +14.9% | +28.1% | +28.5% |
| 6M | +130.7% | +42.1% | +88.6% | +75.5% |
| YTD | +121.8% | +20.4% | +101.4% | +87.7% |
| 1Y | +40.7% | +14.9% | +25.8% | +23.6% |
| 3Y | -56.8% | +90.1% | -146.9% | -77.6% |
| 5Y | -99.1% | +53.0% | -152.1% | -99.4% |
| All | -99.1% | +53.5% | -152.6% | -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 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