+38.2%
AMC vs ALM
+21.0%
+17.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +7.4% |
| 7D | +6.6% | +0.7% | +5.8% | +6.6% |
| 30D | +14.1% | -26.1% | +40.2% | +16.8% |
| 3M | +31.3% | -38.1% | +69.4% | +35.7% |
| 6M | +126.7% | -55.4% | +182.1% | +142.6% |
| YTD | +117.9% | -0.4% | +118.3% | +124.5% |
| All | +38.2% | +21.0% | +17.2% | +37.6% |
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