-99.2%
AMC vs ALM
+410.2%
-509.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.7% | -10.4% | -3.3% |
| 7D | +3.5% | +1.2% | +2.3% | +3.4% |
| 30D | +12.5% | -19.3% | +31.8% | +14.1% |
| 3M | +23.6% | -40.6% | +64.2% | +27.5% |
| 6M | +144.4% | -57.9% | +202.3% | +157.1% |
| YTD | +108.3% | -6.7% | +115.0% | +106.9% |
| 1Y | +38.9% | +20.2% | +18.7% | +35.3% |
| 3Y | -58.9% | +879.4% | -938.3% | -67.0% |
| All | -99.2% | +410.2% | -509.5% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling