+66.8%
AA vs ALM
+909.2%
-842.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | -0.6% | -19.3% | +18.7% | +1.9% |
| 3M | -19.7% | -40.6% | +21.0% | -14.7% |
| 6M | -41.6% | -57.9% | +16.3% | -36.1% |
| YTD | -24.6% | -6.7% | -17.9% | -23.6% |
| 1Y | +4.9% | +20.2% | -15.3% | +4.2% |
| 3Y | +66.8% | +879.4% | -812.6% | +47.8% |
| All | +66.8% | +909.2% | -842.4% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling