The paper reports on a performance study of several Application Layer Multicast (ALM) protocols. Three categories of overlay multicast networks are investigated, namely Application Level Multicast Infrastructure (ALMI), Narada and NICE is the Internet Cooperative Environment (NICE). The performance of the overlay multicast protocols is evaluated with reference to a set of performance metrics that capture both application and network level performance. The study focuses on the control overhead induced by the protocols under study. This further relates to the scalability of the protocol with increasing number of multicast participants. In order to get a better assessment of the operation of these protocols in "real-life"-like conditions, we implemented in our simulations a heavy-tailed delay at the network level and churn behavior of the overlay nodes. Our performance study contributes to a deeper understanding and better assessment of the requirements for such protocols targeted at, e.g., media streaming.