+26.8%
AME vs ALM
+347.8%
-321.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.7% |
| 7D | +2.8% | +8.4% | -5.6% | +2.1% |
| 30D | -6.3% | +34.8% | -41.1% | -8.6% |
| 3M | +5.4% | +16.2% | -10.8% | +3.4% |
| 6M | +7.4% | +2.1% | +5.3% | +5.6% |
| YTD | +16.2% | +117.0% | -100.9% | +10.3% |
| 1Y | +26.8% | +313.9% | -287.0% | +18.8% |
| All | +26.8% | +347.8% | -321.0% | +18.8% |
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