-98.8%
AMC vs ALM
+1,942.8%
-2,041.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.0% |
| 7D | +8.4% | -4.0% | +12.5% | +8.6% |
| 30D | +9.2% | -30.5% | +39.7% | +10.9% |
| 3M | +32.0% | -46.9% | +78.9% | +35.3% |
| 6M | +149.3% | -65.5% | +214.8% | +159.4% |
| YTD | +114.1% | -13.4% | +127.5% | +114.3% |
| 1Y | +35.8% | +9.8% | +26.0% | +34.5% |
| 3Y | -58.3% | +783.1% | -841.4% | -62.5% |
| 5Y | -99.2% | +378.3% | -477.5% | -99.2% |
| All | -98.8% | +1,942.8% | -2,041.6% | -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