+7,705.7%
ALM vs IAG
+304.8%
+7,401.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +32.0% | +28.9% | +3.1% | +32.3% |
| 3M | -15.0% | +19.1% | -34.2% | -15.1% |
| 6M | -10.1% | -10.3% | +0.1% | -11.3% |
| YTD | +99.4% | +24.2% | +75.2% | +100.0% |
| 1Y | +316.4% | +116.5% | +199.9% | +332.8% |
| 3Y | +2,022.0% | +742.8% | +1,279.2% | +2,447.1% |
| 5Y | +941.2% | +753.3% | +187.9% | +1,186.3% |
| 10Y | +2,950.3% | +403.2% | +2,547.2% | +3,701.6% |
| All | +7,705.7% | +304.8% | +7,401.0% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling