+54.3%
AR vs ALM
+2,100.8%
-2,046.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.7% | 0.0% |
| 7D | +7.4% | +1.2% | +6.1% | +7.3% |
| 30D | +5.8% | -19.3% | +25.1% | +6.0% |
| 3M | +5.2% | -40.6% | +45.9% | +5.8% |
| 6M | +5.4% | -57.9% | +63.4% | +6.5% |
| YTD | +12.4% | -6.7% | +19.1% | +11.2% |
| 1Y | +12.8% | +20.2% | -7.4% | +10.9% |
| 3Y | +47.2% | +879.4% | -832.3% | +37.7% |
| 5Y | +101.1% | +415.3% | -314.1% | +88.8% |
| All | +54.3% | +2,100.8% | -2,046.5% | +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