+612.3%
ALL vs ALM
+3,507.4%
-2,895.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.5% |
| 7D | -1.9% | -6.7% | +4.7% | -1.9% |
| 30D | +13.8% | -32.9% | +46.7% | +13.9% |
| 3M | -7.0% | -39.5% | +32.5% | -6.9% |
| 6M | +18.0% | -62.0% | +80.0% | +18.3% |
| YTD | +24.2% | -7.8% | +32.0% | +24.0% |
| 1Y | +31.2% | +26.7% | +4.5% | +30.9% |
| 3Y | +107.5% | +825.4% | -717.8% | +105.5% |
| 5Y | +144.8% | +401.2% | -256.4% | +142.5% |
| 10Y | +375.8% | +2,074.0% | -1,698.3% | +368.9% |
| All | +612.3% | +3,507.4% | -2,895.1% | +592.5% |
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