+62.8%
AA vs ALM
+347.8%
-285.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +1.8% |
| 7D | +1.7% | +8.4% | -6.8% | 0.0% |
| 30D | +3.3% | +34.8% | -31.5% | -2.9% |
| 3M | -29.4% | +16.2% | -45.6% | -32.3% |
| 6M | -12.8% | +2.1% | -14.9% | -15.3% |
| YTD | -2.1% | +117.0% | -119.2% | -17.6% |
| 1Y | +62.8% | +313.9% | -251.1% | +30.3% |
| All | +62.8% | +347.8% | -285.0% | +30.3% |
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