-97.7%
AMC vs ALM
+272.0%
-369.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.6% | -2.9% | -12.2% |
| 7D | 0.0% | -14.5% | +14.5% | +0.5% |
| 30D | +4.4% | -39.0% | +43.4% | +6.0% |
| 3M | +15.4% | -40.3% | +55.6% | +17.0% |
| 6M | +93.7% | -60.3% | +154.0% | +98.4% |
| YTD | +97.4% | -9.8% | +107.2% | +97.6% |
| 1Y | +23.2% | +30.8% | -7.6% | +22.0% |
| 3Y | -71.3% | +772.4% | -843.7% | -73.0% |
| 5Y | -99.3% | +390.7% | -490.0% | -99.3% |
| 10Y | -98.7% | +2,028.5% | -2,127.2% | -98.8% |
| All | -97.7% | +272.0% | -369.7% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling