+54.2%
AR vs ALM
+1,942.8%
-1,888.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.4% |
| 7D | +6.4% | -4.0% | +10.4% | +6.4% |
| 30D | +3.1% | -30.5% | +33.6% | +3.6% |
| 3M | +3.3% | -46.9% | +50.2% | +4.0% |
| 6M | +6.6% | -65.5% | +72.1% | +7.9% |
| YTD | +12.3% | -13.4% | +25.7% | +11.2% |
| 1Y | +12.3% | +9.8% | +2.5% | +10.5% |
| 3Y | +50.4% | +783.1% | -732.7% | +40.9% |
| 5Y | +101.0% | +378.3% | -277.3% | +88.8% |
| All | +54.2% | +1,942.8% | -1,888.6% | +40.5% |
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 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