-98.7%
AMC vs ALM
+2,022.9%
-2,121.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +2.6% | -6.7% | +9.3% | +3.0% |
| 30D | +9.0% | -32.9% | +41.9% | +10.9% |
| 3M | +22.2% | -39.5% | +61.7% | +24.5% |
| 6M | +91.5% | -62.0% | +153.4% | +98.4% |
| YTD | +101.3% | -7.8% | +109.1% | +100.9% |
| 1Y | +20.8% | +26.7% | -5.9% | +18.8% |
| 3Y | -71.3% | +825.4% | -896.7% | -74.3% |
| 5Y | -99.2% | +401.2% | -500.5% | -99.3% |
| All | -98.7% | +2,022.9% | -2,121.6% | -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