+18.8%
AMT vs ALC
+31.8%
-13.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.9% |
| 7D | +0.5% | +4.9% | -4.3% | -1.4% |
| 30D | +13.6% | +19.0% | -5.3% | +6.1% |
| 3M | +11.5% | +7.8% | +3.7% | +7.9% |
| 6M | +6.9% | +14.6% | -7.6% | +0.8% |
| YTD | +10.8% | -4.4% | +15.3% | +11.3% |
| 1Y | +10.3% | +1.4% | +8.9% | +7.8% |
| 3Y | +12.4% | +2.5% | +9.9% | +5.3% |
| 5Y | -20.1% | -10.9% | -9.2% | -22.0% |
| All | +18.8% | +31.8% | -13.0% | -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 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