+907.8%
ALM vs IAG
+755.2%
+152.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.8% | +2.3% | +5.5% |
| 7D | +0.7% | +24.0% | -23.3% | -8.6% |
| 30D | -26.1% | +5.5% | -31.6% | -27.9% |
| 3M | -38.1% | +8.3% | -46.4% | -40.1% |
| 6M | -55.4% | +6.1% | -61.5% | -56.5% |
| YTD | -0.4% | +20.3% | -20.7% | -5.4% |
| 1Y | +25.4% | +56.5% | -31.1% | +10.7% |
| 3Y | +907.8% | +762.6% | +145.1% | +711.3% |
| All | +907.8% | +755.2% | +152.6% | +711.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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