+237.2%
AMT vs ALM
+3,507.4%
-3,270.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | +0.5% | -6.7% | +7.2% | +0.6% |
| 30D | +13.6% | -32.9% | +46.5% | +13.7% |
| 3M | +11.5% | -39.5% | +51.0% | +11.6% |
| 6M | +6.9% | -62.0% | +68.9% | +7.1% |
| YTD | +10.8% | -7.8% | +18.7% | +10.8% |
| 1Y | +10.3% | +26.7% | -16.4% | +10.2% |
| 3Y | +12.4% | +825.4% | -812.9% | +11.7% |
| 5Y | -20.1% | +401.2% | -421.3% | -20.6% |
| 10Y | +116.8% | +2,074.0% | -1,957.2% | +114.7% |
| All | +237.2% | +3,507.4% | -3,270.3% | +229.5% |
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