+356.1%
ALL vs ALM
+3,219.4%
-2,863.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.8% | -11.2% | -2.4% |
| 7D | -1.7% | +8.4% | -10.1% | -1.8% |
| 30D | -4.7% | +34.8% | -39.5% | -5.0% |
| 3M | +18.4% | +16.2% | +2.1% | +18.1% |
| 6M | +20.5% | +2.1% | +18.4% | +20.1% |
| YTD | +23.5% | +117.0% | -93.5% | +21.2% |
| 1Y | +29.0% | +313.9% | -284.9% | +24.7% |
| 3Y | +153.7% | +2,327.9% | -2,174.2% | +134.5% |
| 5Y | +114.8% | +1,040.6% | -925.8% | +99.8% |
| 10Y | +356.1% | +3,219.4% | -2,863.3% | +343.7% |
| All | +356.1% | +3,219.4% | -2,863.3% | +343.7% |
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