-91.6%
AMIX vs ALC
+2.0%
-93.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.2% |
| 7D | -16.0% | +4.9% | -20.9% | -18.7% |
| 30D | -55.4% | +19.0% | -74.4% | -60.7% |
| 3M | -87.5% | +7.8% | -95.3% | -88.1% |
| 6M | -81.2% | +14.6% | -95.8% | -81.7% |
| YTD | -86.8% | -4.4% | -82.4% | -87.0% |
| 1Y | -91.6% | +1.4% | -93.0% | -90.7% |
| All | -91.6% | +2.0% | -93.6% | -90.7% |
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