+74.2%
AR vs ALM
+396.4%
-322.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.9% |
| 7D | -14.3% | -6.7% | -7.6% | -14.1% |
| 30D | +1.4% | -32.9% | +34.3% | +2.3% |
| 3M | +3.4% | -39.5% | +42.9% | +4.3% |
| 6M | -2.1% | -62.0% | +59.9% | -0.1% |
| YTD | +4.7% | -7.8% | +12.5% | +2.3% |
| 1Y | +10.6% | +26.7% | -16.1% | +6.3% |
| 3Y | +24.6% | +825.4% | -800.8% | +5.5% |
| All | +74.2% | +396.4% | -322.2% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling