+147.2%
AR vs ALM
+951.0%
-803.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +2.5% | -2.6% | +5.1% | +2.6% |
| 30D | +14.8% | +32.0% | -17.2% | +13.9% |
| 3M | +6.2% | -15.0% | +21.3% | +6.6% |
| 6M | +4.3% | -10.1% | +14.4% | +4.0% |
| YTD | +14.4% | +99.4% | -85.1% | +9.9% |
| 1Y | +21.3% | +316.4% | -295.0% | +12.2% |
| 3Y | +39.8% | +2,022.0% | -1,982.2% | +15.2% |
| All | +147.2% | +951.0% | -803.8% | +113.2% |
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 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