-20.2%
AMRZ vs ALC
-12.3%
-7.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -1.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | +13.0% | +16.0% | -3.1% | +6.7% |
| 3M | -12.1% | +0.8% | -12.9% | -12.4% |
| 6M | -19.1% | +16.8% | -36.0% | -24.1% |
| YTD | -23.3% | -5.5% | -17.8% | -21.9% |
| 1Y | -16.6% | -5.3% | -11.3% | -15.3% |
| All | -20.2% | -12.3% | -7.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling