+520.5%
AME vs ALM
+3,798.4%
-3,278.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +4.2% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | -4.2% | -26.1% | +21.9% | -4.1% |
| 3M | -5.9% | -38.1% | +32.2% | -5.8% |
| 6M | +2.8% | -55.4% | +58.2% | +3.0% |
| YTD | +16.6% | -0.4% | +17.0% | +16.5% |
| 1Y | +22.1% | +25.4% | -3.2% | +22.0% |
| 3Y | +64.7% | +907.8% | -843.1% | +63.9% |
| 5Y | +76.6% | +440.2% | -363.6% | +75.8% |
| 10Y | +443.9% | +2,031.1% | -1,587.3% | +440.5% |
| All | +520.5% | +3,798.4% | -3,278.0% | +516.3% |
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