+40.2%
AMC vs ALM
+44.8%
-4.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.2% | +7.2% |
| 7D | +17.7% | -6.4% | +24.1% | +18.3% |
| 30D | +26.2% | -35.0% | +61.2% | +30.0% |
| 3M | +31.3% | -33.8% | +65.2% | +34.6% |
| 6M | +142.8% | -55.0% | +197.8% | +158.7% |
| YTD | +125.6% | -0.2% | +125.9% | +135.4% |
| 1Y | +40.2% | +41.8% | -1.5% | +39.7% |
| All | +40.2% | +44.8% | -4.6% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling