-99.3%
AMC vs ALM
+396.4%
-495.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +2.6% | -6.7% | +9.3% | +3.2% |
| 30D | +9.0% | -32.9% | +41.9% | +12.1% |
| 3M | +22.2% | -39.5% | +61.7% | +26.0% |
| 6M | +91.5% | -62.0% | +153.4% | +103.0% |
| YTD | +101.3% | -7.8% | +109.1% | +100.1% |
| 1Y | +20.8% | +26.7% | -5.9% | +17.1% |
| 3Y | -71.3% | +825.4% | -896.7% | -77.0% |
| All | -99.3% | +396.4% | -495.7% | -99.4% |
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