-98.7%
AMC vs ALM
+2,221.4%
-2,320.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +7.9% |
| 7D | +6.6% | +0.7% | +5.8% | +6.6% |
| 30D | +14.1% | -26.1% | +40.2% | +15.6% |
| 3M | +31.3% | -38.1% | +69.4% | +33.7% |
| 6M | +126.7% | -55.4% | +182.1% | +133.2% |
| YTD | +117.9% | -0.4% | +118.3% | +116.8% |
| 1Y | +41.1% | +25.4% | +15.7% | +38.9% |
| 3Y | -61.0% | +907.8% | -968.7% | -65.1% |
| 5Y | -99.1% | +440.2% | -539.3% | -99.2% |
| 10Y | -98.7% | +2,031.1% | -2,129.8% | -99.0% |
| All | -98.7% | +2,221.4% | -2,320.1% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling