+369.0%
ALL vs ALM
+2,084.7%
-1,715.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.6% | -7.2% | +4.6% | -2.5% |
| 30D | +12.7% | -26.4% | +39.1% | +13.0% |
| 3M | +0.4% | -38.6% | +39.0% | +0.7% |
| 6M | +23.8% | -61.0% | +84.8% | +24.7% |
| YTD | +27.8% | -7.4% | +35.2% | +26.3% |
| 1Y | +28.9% | +14.0% | +14.9% | +26.7% |
| 3Y | +113.9% | +844.4% | -730.6% | +99.4% |
| 5Y | +157.4% | +410.8% | -253.4% | +140.5% |
| 10Y | +369.0% | +2,084.7% | -1,715.7% | +369.8% |
| All | +369.0% | +2,084.7% | -1,715.7% | +369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling