+124.5%
AMT vs ALM
+2,221.4%
-2,096.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | 0.0% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | +3.7% | -26.1% | +29.8% | +4.2% |
| 3M | +10.7% | -38.1% | +48.8% | +11.5% |
| 6M | +9.3% | -55.4% | +64.7% | +10.4% |
| YTD | +10.9% | -0.4% | +11.3% | +10.3% |
| 1Y | +10.5% | +25.4% | -14.8% | +9.4% |
| 3Y | +15.5% | +907.8% | -892.2% | +8.5% |
| 5Y | -20.6% | +440.2% | -460.7% | -25.3% |
| 10Y | +124.5% | +2,031.1% | -1,906.6% | +106.9% |
| All | +124.5% | +2,221.4% | -2,096.9% | +106.9% |
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