-97.8%
AMC vs ALLY
+104.2%
-202.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +5.4% |
| 7D | +17.7% | +2.4% | +15.3% | +16.4% |
| 30D | +26.2% | +5.6% | +20.6% | +22.9% |
| 3M | +31.3% | -11.7% | +43.0% | +39.5% |
| 6M | +142.8% | -7.0% | +149.8% | +152.2% |
| YTD | +125.6% | -10.4% | +136.1% | +138.8% |
| 1Y | +40.2% | +2.4% | +37.9% | +38.6% |
| 3Y | -67.2% | +59.2% | -126.4% | -74.9% |
| 5Y | -99.1% | -5.0% | -94.1% | -99.1% |
| 10Y | -98.5% | +204.5% | -303.0% | -99.3% |
| All | -97.8% | +104.2% | -202.0% | -98.8% |
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