+237.8%
A vs ALM
+3,219.4%
-2,981.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -2.8% |
| 7D | -2.1% | +8.4% | -10.5% | -2.2% |
| 30D | +0.6% | +34.8% | -34.2% | -0.1% |
| 3M | +10.9% | +16.2% | -5.3% | +10.3% |
| 6M | +28.2% | +2.1% | +26.0% | +27.6% |
| YTD | +8.6% | +117.0% | -108.5% | +6.3% |
| 1Y | +15.5% | +313.9% | -298.3% | +11.4% |
| 3Y | +31.8% | +2,327.9% | -2,296.1% | +21.8% |
| 5Y | -14.9% | +1,040.6% | -1,055.5% | -20.8% |
| 10Y | +237.8% | +3,219.4% | -2,981.6% | +217.9% |
| All | +237.8% | +3,219.4% | -2,981.6% | +217.9% |
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