-97.7%
AMC vs ALLE
+391.6%
-489.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -10.3% |
| 7D | 0.0% | 0.0% | 0.0% | +0.3% |
| 30D | +4.4% | +20.6% | -16.2% | -9.9% |
| 3M | +15.4% | +11.4% | +4.0% | +5.8% |
| 6M | +93.7% | +42.5% | +51.2% | +46.9% |
| YTD | +97.4% | +18.9% | +78.5% | +68.7% |
| 1Y | +23.2% | +14.2% | +9.0% | +8.4% |
| 3Y | -71.3% | +90.7% | -162.0% | -83.9% |
| 5Y | -99.3% | +52.5% | -151.7% | -99.5% |
| 10Y | -98.7% | +231.2% | -329.9% | -99.4% |
| All | -97.7% | +391.6% | -489.3% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling