-99.1%
AMC vs ALM
+395.6%
-494.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.2% | +9.0% | +2.3% |
| 7D | +5.5% | -6.3% | +11.8% | +6.0% |
| 30D | +16.1% | -31.4% | +47.5% | +19.1% |
| 3M | +43.0% | -40.6% | +83.6% | +47.5% |
| 6M | +130.7% | -58.6% | +189.3% | +142.8% |
| YTD | +121.8% | -7.6% | +129.4% | +120.5% |
| 1Y | +40.7% | +13.8% | +26.8% | +37.5% |
| 3Y | -56.8% | +842.1% | -898.9% | -65.3% |
| 5Y | -99.1% | +407.4% | -506.5% | -99.2% |
| All | -99.1% | +395.6% | -494.7% | -99.2% |
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 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