-79.7%
AMIX vs ALC
-10.2%
-69.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.2% |
| 7D | -13.7% | -2.1% | -11.6% | -12.3% |
| 30D | -62.1% | -0.1% | -62.0% | -62.0% |
| 3M | -46.2% | +5.9% | -52.1% | -46.0% |
| 6M | -46.4% | -15.9% | -30.5% | -44.8% |
| YTD | -60.3% | -10.1% | -50.2% | -58.8% |
| 1Y | -79.7% | -10.2% | -69.4% | -78.0% |
| All | -79.7% | -10.2% | -69.5% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling