+18.9%
AMT vs ALC
+32.2%
-13.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.4% | +2.1% | -1.7% | -0.4% |
| 30D | +3.7% | +17.2% | -13.5% | -2.7% |
| 3M | +10.7% | +4.6% | +6.1% | +8.5% |
| 6M | +9.3% | +20.1% | -10.9% | +1.1% |
| YTD | +10.9% | -4.2% | +15.1% | +11.3% |
| 1Y | +10.5% | +2.1% | +8.5% | +7.7% |
| 3Y | +15.5% | +4.5% | +11.1% | +7.3% |
| 5Y | -20.6% | -12.3% | -8.2% | -21.9% |
| All | +18.9% | +32.2% | -13.2% | -10.4% |
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 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