+312.4%
A vs ALM
+1,942.8%
-1,630.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.1% |
| 7D | +0.7% | -4.0% | +4.7% | +0.8% |
| 30D | +0.8% | -30.5% | +31.3% | +1.6% |
| 3M | +16.9% | -46.9% | +63.8% | +18.3% |
| 6M | +53.8% | -65.5% | +119.3% | +56.8% |
| YTD | +28.1% | -13.4% | +41.5% | +27.7% |
| 1Y | +15.0% | +9.8% | +5.3% | +14.0% |
| 3Y | +63.1% | +783.1% | -720.0% | +52.9% |
| 5Y | +11.5% | +378.3% | -366.8% | +4.9% |
| All | +312.4% | +1,942.8% | -1,630.4% | +271.1% |
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