-98.0%
AMC vs ALLY
+101.5%
-199.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.3% | -11.2% | -11.8% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | +4.4% | +4.2% | +0.2% | +2.4% |
| 3M | +15.4% | -12.4% | +27.8% | +23.1% |
| 6M | +93.7% | -8.7% | +102.4% | +103.2% |
| YTD | +97.4% | -11.6% | +109.1% | +110.6% |
| 1Y | +23.2% | +0.2% | +23.0% | +23.2% |
| 3Y | -71.3% | +57.1% | -128.4% | -77.9% |
| 5Y | -99.3% | -6.8% | -92.4% | -99.3% |
| 10Y | -98.7% | +200.4% | -299.1% | -99.4% |
| All | -98.0% | +101.5% | -199.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling