-14.7%
AMRZ vs ALC
-16.6%
+1.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | -1.9% | -2.1% | +0.2% | -1.1% |
| 30D | -16.9% | -0.1% | -16.8% | -16.9% |
| 3M | -19.2% | +5.9% | -25.1% | -21.1% |
| 6M | -29.3% | -15.9% | -13.4% | -24.3% |
| YTD | -18.0% | -10.1% | -7.9% | -14.8% |
| 1Y | -15.1% | -10.2% | -4.9% | -12.1% |
| All | -14.7% | -16.6% | +1.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling