-99.4%
AMC vs ALM
+951.0%
-1,050.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.4% |
| 7D | +2.3% | -2.6% | +4.9% | +2.5% |
| 30D | -0.7% | +32.0% | -32.8% | -2.9% |
| 3M | +35.2% | -15.0% | +50.2% | +36.2% |
| 6M | +124.6% | -10.1% | +134.7% | +123.9% |
| YTD | +69.9% | +99.4% | -29.6% | +60.1% |
| 1Y | -2.6% | +316.4% | -318.9% | -13.6% |
| 3Y | -79.8% | +2,022.0% | -2,101.8% | -85.1% |
| All | -99.4% | +951.0% | -1,050.4% | -99.6% |
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 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