-80.9%
AMIX vs ALC
+3.4%
-84.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -4.7% |
| 7D | -25.5% | +7.6% | -33.1% | -31.0% |
| 30D | -56.2% | +21.1% | -77.3% | -65.1% |
| 3M | -87.4% | +8.5% | -95.9% | -88.3% |
| 6M | -80.9% | +2.8% | -83.7% | -81.7% |
| All | -80.9% | +3.4% | -84.3% | -81.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling