-99.3%
AMC vs ALLY
-7.4%
-91.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.2% | -11.6% |
| 7D | 0.0% | -1.1% | +1.1% | +0.9% |
| 30D | +4.4% | +4.2% | +0.2% | +1.9% |
| 3M | +15.4% | -12.4% | +27.8% | +25.2% |
| 6M | +93.7% | -8.7% | +102.4% | +105.5% |
| YTD | +97.4% | -11.6% | +109.1% | +113.7% |
| 1Y | +23.2% | +0.2% | +23.0% | +22.8% |
| 3Y | -71.3% | +57.1% | -128.4% | -80.4% |
| 5Y | -99.3% | -6.8% | -92.4% | -99.2% |
| All | -99.3% | -7.4% | -91.8% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling