+431.2%
A vs ALM
+7,705.7%
-7,274.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -1.9% | -2.6% | +0.7% | -1.9% |
| 30D | +6.9% | +32.0% | -25.1% | +6.9% |
| 3M | +9.2% | -15.0% | +24.3% | +9.2% |
| 6M | +25.7% | -10.1% | +35.8% | +25.7% |
| YTD | +11.5% | +99.4% | -87.9% | +11.5% |
| 1Y | +18.4% | +316.4% | -298.0% | +18.2% |
| 3Y | +26.6% | +2,022.0% | -1,995.4% | +26.4% |
| 5Y | -12.8% | +941.2% | -954.0% | -13.0% |
| 10Y | +247.2% | +2,950.3% | -2,703.2% | +247.0% |
| All | +431.2% | +7,705.7% | -7,274.5% | +433.8% |
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