-17.4%
AA vs ALM
+410.2%
-427.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.6% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | -0.6% | -19.3% | +18.7% | +1.7% |
| 3M | -19.7% | -40.6% | +21.0% | -15.2% |
| 6M | -41.6% | -57.9% | +16.3% | -36.6% |
| YTD | -24.6% | -6.7% | -17.9% | -24.3% |
| 1Y | +4.9% | +20.2% | -15.3% | +3.0% |
| 3Y | +66.8% | +879.4% | -812.6% | +32.8% |
| All | -17.4% | +410.2% | -427.6% | -32.2% |
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