+45.3%
AR vs ALM
+2,022.9%
-1,977.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.9% |
| 7D | -14.3% | -6.7% | -7.6% | -14.2% |
| 30D | +1.4% | -32.9% | +34.3% | +2.0% |
| 3M | +3.4% | -39.5% | +42.9% | +4.0% |
| 6M | -2.1% | -62.0% | +59.9% | -0.9% |
| YTD | +4.7% | -7.8% | +12.5% | +3.6% |
| 1Y | +10.6% | +26.7% | -16.1% | +8.5% |
| 3Y | +24.6% | +825.4% | -800.8% | +16.5% |
| 5Y | +71.9% | +401.2% | -329.3% | +61.2% |
| All | +45.3% | +2,022.9% | -1,977.6% | +31.2% |
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