-80.6%
AMC vs ALM
+2,063.1%
-2,143.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | +2.3% | -2.6% | +4.9% | +2.4% |
| 30D | -0.7% | +32.0% | -32.8% | -2.1% |
| 3M | +35.2% | -15.0% | +50.2% | +36.1% |
| 6M | +124.6% | -10.1% | +134.7% | +124.6% |
| YTD | +69.9% | +99.4% | -29.6% | +66.0% |
| 1Y | -2.6% | +316.4% | -318.9% | -7.1% |
| All | -80.6% | +2,063.1% | -2,143.7% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling