+9.5%
AMT vs ALC
+24.0%
-14.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | +4.6% | -0.1% | +4.7% | +4.5% |
| 3M | -8.4% | +5.9% | -14.3% | -10.8% |
| 6M | -6.0% | -15.9% | +9.9% | -0.2% |
| YTD | +2.1% | -10.1% | +12.2% | +5.2% |
| 1Y | -6.4% | -10.2% | +3.8% | -3.9% |
| 3Y | +8.1% | -13.6% | +21.6% | +9.4% |
| 5Y | -31.9% | -15.1% | -16.8% | -32.3% |
| All | +9.5% | +24.0% | -14.5% | -15.3% |
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 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