-14.3%
AMT vs ALM
+373.6%
-387.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | -2.2% | -4.0% | +1.9% | -2.1% |
| 30D | +5.8% | -30.5% | +36.3% | +6.6% |
| 3M | +12.6% | -46.9% | +59.5% | +14.0% |
| 6M | +8.3% | -65.5% | +73.8% | +10.7% |
| YTD | +11.4% | -13.4% | +24.8% | +10.6% |
| 1Y | +7.7% | +9.8% | -2.1% | +6.1% |
| 3Y | +14.8% | +783.1% | -768.3% | +1.3% |
| All | -14.3% | +373.6% | -387.9% | -24.6% |
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 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