-98.7%
AMC vs ALLY
+201.0%
-299.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.3% | +7.8% |
| 7D | +6.6% | -0.2% | +6.8% | +6.8% |
| 30D | +14.1% | +3.4% | +10.6% | +12.3% |
| 3M | +31.3% | -11.1% | +42.3% | +39.3% |
| 6M | +126.7% | -11.5% | +138.2% | +141.9% |
| YTD | +117.9% | -12.3% | +130.3% | +134.0% |
| 1Y | +41.1% | +1.1% | +40.0% | +40.6% |
| 3Y | -61.0% | +64.8% | -125.8% | -71.1% |
| 5Y | -99.1% | -6.9% | -92.3% | -99.2% |
| 10Y | -98.7% | +194.9% | -293.6% | -99.4% |
| All | -98.7% | +201.0% | -299.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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