+107.5%
ALL vs ALM
+825.4%
-717.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.4% |
| 7D | -1.9% | -6.7% | +4.7% | -2.0% |
| 30D | +13.8% | -32.9% | +46.7% | +13.4% |
| 3M | -7.0% | -39.5% | +32.5% | -7.4% |
| 6M | +18.0% | -62.0% | +80.0% | +17.8% |
| YTD | +24.2% | -7.8% | +32.0% | +21.6% |
| 1Y | +31.2% | +26.7% | +4.5% | +27.3% |
| 3Y | +107.5% | +825.4% | -717.8% | +91.0% |
| All | +107.5% | +825.4% | -717.8% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling