+180.8%
AA vs ALM
+7,705.7%
-7,525.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | +5.0% | +32.0% | -27.0% | +4.9% |
| 3M | -35.8% | -15.0% | -20.8% | -35.8% |
| 6M | -18.4% | -10.1% | -8.3% | -18.4% |
| YTD | -5.5% | +99.4% | -104.9% | -5.5% |
| 1Y | +61.0% | +316.4% | -255.4% | +60.9% |
| 3Y | +66.2% | +2,022.0% | -1,955.8% | +66.4% |
| 5Y | +11.4% | +941.2% | -929.8% | +11.4% |
| 10Y | +116.9% | +2,950.3% | -2,833.5% | +118.4% |
| All | +180.8% | +7,705.7% | -7,525.0% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling