-14.8%
AA vs ALM
+396.4%
-411.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.7% |
| 7D | +0.9% | -6.7% | +7.6% | +1.7% |
| 30D | -6.7% | -32.9% | +26.2% | -2.6% |
| 3M | -16.3% | -39.5% | +23.1% | -11.9% |
| 6M | -37.1% | -62.0% | +24.9% | -31.1% |
| YTD | -25.0% | -7.8% | -17.2% | -24.6% |
| 1Y | +8.6% | +26.7% | -18.1% | +6.3% |
| 3Y | +57.2% | +825.4% | -768.1% | +26.0% |
| All | -14.8% | +396.4% | -411.2% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling