+18.2%
AMP vs ALM
+44.8%
-26.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.4% |
| 7D | +7.7% | -6.4% | +14.1% | +7.9% |
| 30D | +6.6% | -35.0% | +41.5% | +8.0% |
| 3M | -4.7% | -33.8% | +29.1% | -3.8% |
| 6M | +12.9% | -55.0% | +67.9% | +15.1% |
| YTD | +8.6% | -0.2% | +8.8% | +8.7% |
| 1Y | +18.2% | +41.8% | -23.5% | +17.4% |
| All | +18.2% | +44.8% | -26.6% | +17.4% |
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