+12.4%
AA vs ALM
+951.0%
-938.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | +5.0% | +32.0% | -27.0% | +1.8% |
| 3M | -35.8% | -15.0% | -20.8% | -35.3% |
| 6M | -18.4% | -10.1% | -8.3% | -18.8% |
| YTD | -5.5% | +99.4% | -104.9% | -12.3% |
| 1Y | +61.0% | +316.4% | -255.4% | +41.1% |
| 3Y | +66.2% | +2,022.0% | -1,955.8% | +21.8% |
| All | +12.4% | +951.0% | -938.6% | -15.6% |
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