+133.5%
AMT vs ALM
+2,084.7%
-1,951.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | -7.2% | +4.8% | -2.3% |
| 30D | +4.2% | -26.4% | +30.6% | +4.7% |
| 3M | +13.4% | -38.6% | +52.0% | +14.1% |
| 6M | +9.4% | -61.0% | +70.4% | +10.8% |
| YTD | +11.7% | -7.4% | +19.1% | +11.2% |
| 1Y | +7.1% | +14.0% | -6.8% | +6.2% |
| 3Y | +15.1% | +844.4% | -829.4% | +8.4% |
| 5Y | -17.9% | +410.8% | -428.7% | -22.5% |
| 10Y | +133.5% | +2,084.7% | -1,951.2% | +117.8% |
| All | +133.5% | +2,084.7% | -1,951.2% | +117.8% |
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