-98.3%
AMC vs ALLY
+124.8%
-223.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +2.3% | +3.7% | -1.4% | +0.4% |
| 30D | -0.7% | -2.3% | +1.5% | +0.3% |
| 3M | +35.2% | +3.8% | +31.4% | +32.7% |
| 6M | +124.6% | +9.7% | +114.9% | +116.2% |
| YTD | +69.9% | -1.4% | +71.3% | +71.7% |
| 1Y | -2.6% | +8.2% | -10.8% | -6.7% |
| 3Y | -79.8% | +66.5% | -146.2% | -84.9% |
| 5Y | -99.4% | +1.2% | -100.6% | -99.4% |
| 10Y | -98.9% | +191.4% | -290.3% | -99.4% |
| All | -98.3% | +124.8% | -223.2% | -99.1% |
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