+134.9%
AS vs ALM
+611.8%
-477.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | +6.9% | -6.7% | +13.6% | +7.5% |
| 30D | +16.0% | -32.9% | +48.9% | +19.4% |
| 3M | -12.8% | -39.5% | +26.6% | -10.1% |
| 6M | -15.4% | -62.0% | +46.6% | -10.2% |
| YTD | -15.7% | -7.8% | -7.9% | -16.6% |
| 1Y | +6.1% | +26.7% | -20.6% | +2.2% |
| All | +134.9% | +611.8% | -477.0% | +75.7% |
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