-18.7%
AMRZ vs ALC
-14.3%
-4.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.1% |
| 7D | -5.5% | -6.3% | +0.8% | -2.9% |
| 30D | +15.6% | +12.6% | +3.0% | +10.6% |
| 3M | -12.1% | -3.8% | -8.3% | -10.8% |
| 6M | -19.4% | +16.8% | -36.3% | -24.3% |
| YTD | -21.9% | -7.6% | -14.3% | -19.7% |
| 1Y | -15.0% | -5.9% | -9.1% | -13.4% |
| All | -18.7% | -14.3% | -4.5% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling