+785.4%
AMP vs ALM
+8,394.4%
-7,609.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.7% |
| 7D | +2.6% | +8.4% | -5.8% | +2.6% |
| 30D | +0.8% | +34.8% | -34.0% | +0.7% |
| 3M | +24.3% | +16.2% | +8.0% | +24.2% |
| 6M | +20.6% | +2.1% | +18.4% | +20.4% |
| YTD | +14.6% | +117.0% | -102.4% | +14.2% |
| 1Y | +14.5% | +313.9% | -299.3% | +13.8% |
| 3Y | +67.9% | +2,327.9% | -2,260.0% | +65.8% |
| 5Y | +122.5% | +1,040.6% | -918.1% | +119.9% |
| 10Y | +573.3% | +3,219.4% | -2,646.2% | +562.7% |
| All | +785.4% | +8,394.4% | -7,609.0% | +761.6% |
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