+516.3%
A vs ALM
+3,507.4%
-2,991.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | -0.1% | -6.7% | +6.6% | -0.1% |
| 30D | +3.4% | -32.9% | +36.2% | +3.4% |
| 3M | +23.8% | -39.5% | +63.3% | +23.9% |
| 6M | +49.0% | -62.0% | +111.0% | +49.1% |
| YTD | +29.4% | -7.8% | +37.2% | +29.4% |
| 1Y | +19.4% | +26.7% | -7.3% | +19.3% |
| 3Y | +66.2% | +825.4% | -759.2% | +66.0% |
| 5Y | +15.8% | +401.2% | -385.4% | +15.7% |
| 10Y | +326.1% | +2,074.0% | -1,747.9% | +326.2% |
| All | +516.3% | +3,507.4% | -2,991.1% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling