+8.7%
AA vs ALM
+21.0%
-12.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | +4.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | -0.6% | -26.1% | +25.4% | +5.6% |
| 3M | -16.3% | -38.1% | +21.9% | -8.1% |
| 6M | -33.4% | -55.4% | +22.0% | -22.9% |
| YTD | -20.7% | -0.4% | -20.3% | -22.7% |
| All | +8.7% | +21.0% | -12.4% | +3.3% |
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