+518.2%
AME vs ALM
+7,705.7%
-7,187.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | -6.7% | +32.0% | -38.7% | -6.8% |
| 3M | +4.1% | -15.0% | +19.1% | +4.1% |
| 6M | +1.6% | -10.1% | +11.7% | +1.6% |
| YTD | +16.1% | +99.4% | -83.3% | +15.9% |
| 1Y | +27.3% | +316.4% | -289.0% | +26.9% |
| 3Y | +50.9% | +2,022.0% | -1,971.1% | +49.8% |
| 5Y | +81.4% | +941.2% | -859.8% | +80.2% |
| 10Y | +417.0% | +2,950.3% | -2,533.4% | +412.9% |
| All | +518.2% | +7,705.7% | -7,187.5% | +513.0% |
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