+363.8%
ALL vs ALM
+2,221.4%
-1,857.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.5% |
| 7D | -3.9% | +0.7% | -4.6% | -3.9% |
| 30D | +10.6% | -26.1% | +36.7% | +10.9% |
| 3M | -4.6% | -38.1% | +33.6% | -4.2% |
| 6M | +20.2% | -55.4% | +75.6% | +20.9% |
| YTD | +23.7% | -0.4% | +24.1% | +22.2% |
| 1Y | +27.9% | +25.4% | +2.5% | +25.7% |
| 3Y | +109.2% | +907.8% | -798.6% | +95.2% |
| 5Y | +148.0% | +440.2% | -292.2% | +132.0% |
| 10Y | +363.8% | +2,031.1% | -1,667.4% | +363.0% |
| All | +363.8% | +2,221.4% | -1,857.7% | +363.0% |
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