+15.2%
AMT vs ALC
+2.0%
+13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -2.4% | -6.3% | +3.9% | -0.8% |
| 30D | +4.2% | +12.6% | -8.4% | +1.3% |
| 3M | +13.4% | -3.8% | +17.3% | +14.2% |
| 6M | +9.4% | +16.8% | -7.4% | +5.3% |
| YTD | +11.7% | -7.6% | +19.3% | +12.6% |
| 1Y | +7.1% | -5.9% | +13.0% | +7.4% |
| All | +15.2% | +2.0% | +13.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling