-99.9%
AMIX vs ALC
-2.2%
-97.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.2% | -17.8% | -19.2% |
| 7D | -8.1% | -6.3% | -1.8% | -5.6% |
| 30D | -52.3% | +12.6% | -64.9% | -54.7% |
| 3M | -83.8% | -3.8% | -79.9% | -83.5% |
| 6M | -79.0% | +16.8% | -95.8% | -79.6% |
| YTD | -87.2% | -7.6% | -79.6% | -87.1% |
| 1Y | -91.7% | -5.9% | -85.8% | -91.7% |
| All | -99.9% | -2.2% | -97.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling