+569.3%
AMP vs ALM
+2,589.2%
-2,019.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.3% | +0.9% |
| 7D | -0.5% | -11.8% | +11.3% | -0.2% |
| 30D | -1.3% | +7.8% | -9.1% | -1.7% |
| 3M | +24.2% | -9.3% | +33.5% | +24.2% |
| 6M | +24.6% | -30.5% | +55.0% | +25.1% |
| YTD | +14.8% | +75.8% | -61.0% | +11.5% |
| 1Y | +12.8% | +241.2% | -228.4% | +6.7% |
| 3Y | +69.0% | +1,872.6% | -1,803.6% | +48.5% |
| 5Y | +124.9% | +849.6% | -724.7% | +100.1% |
| All | +569.3% | +2,589.2% | -2,019.9% | +492.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling