+15.5%
A vs ALM
+347.8%
-332.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.8% | -11.5% | -2.9% |
| 7D | -2.1% | +8.4% | -10.5% | -2.2% |
| 30D | +0.6% | +34.8% | -34.2% | 0.0% |
| 3M | +10.9% | +16.2% | -5.3% | +10.4% |
| 6M | +28.2% | +2.1% | +26.0% | +28.2% |
| YTD | +8.6% | +117.0% | -108.5% | +7.6% |
| 1Y | +15.5% | +313.9% | -298.3% | +10.7% |
| All | +15.5% | +347.8% | -332.2% | +10.7% |
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