+95.0%
AMT vs ALM
+3,219.4%
-3,124.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -0.2% |
| 7D | -0.2% | +8.4% | -8.6% | -0.3% |
| 30D | +1.8% | +34.8% | -33.0% | +1.4% |
| 3M | -6.2% | +16.2% | -22.4% | -6.5% |
| 6M | -5.0% | +2.1% | -7.1% | -5.3% |
| YTD | +2.1% | +117.0% | -115.0% | +0.4% |
| 1Y | -5.7% | +313.9% | -319.6% | -8.5% |
| 3Y | +7.9% | +2,327.9% | -2,320.0% | +0.4% |
| 5Y | -32.3% | +1,040.6% | -1,073.0% | -36.7% |
| 10Y | +95.0% | +3,219.4% | -3,124.4% | +81.3% |
| All | +95.0% | +3,219.4% | -3,124.4% | +81.3% |
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