+20.4%
AME vs ALM
+44.8%
-24.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.7% |
| 7D | -4.4% | -6.4% | +1.9% | -3.9% |
| 30D | -5.9% | -35.0% | +29.1% | -2.6% |
| 3M | -6.5% | -33.8% | +27.3% | -4.1% |
| 6M | +3.2% | -55.0% | +58.2% | +8.4% |
| YTD | +16.0% | -0.2% | +16.2% | +16.7% |
| 1Y | +20.4% | +41.8% | -21.3% | +18.9% |
| All | +20.4% | +44.8% | -24.4% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling