+15.0%
A vs ALM
+7.9%
+7.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.0% |
| 7D | +0.7% | -4.0% | +4.7% | +0.9% |
| 30D | +0.8% | -30.5% | +31.3% | +1.7% |
| 3M | +16.9% | -46.9% | +63.8% | +18.4% |
| 6M | +53.8% | -65.5% | +119.3% | +57.4% |
| YTD | +28.1% | -13.4% | +41.5% | +28.7% |
| 1Y | +15.0% | +9.8% | +5.3% | +15.2% |
| All | +15.0% | +7.9% | +7.1% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling