+123.2%
AMP vs ALM
+856.4%
-733.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.7% |
| 7D | -2.0% | -7.1% | +5.1% | -1.8% |
| 30D | -1.7% | +24.7% | -26.4% | -2.8% |
| 3M | +23.2% | +8.3% | +14.9% | +22.2% |
| 6M | +22.2% | -22.2% | +44.3% | +22.3% |
| YTD | +14.0% | +88.1% | -74.1% | +9.0% |
| 1Y | +14.0% | +272.4% | -258.4% | +4.8% |
| 3Y | +67.0% | +2,004.1% | -1,937.1% | +35.9% |
| 5Y | +123.2% | +915.8% | -792.6% | +86.2% |
| All | +123.2% | +856.4% | -733.2% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling