+120.4%
AS vs ALM
+1,440.2%
-1,319.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | -4.9% | -2.6% | -2.3% | -4.7% |
| 30D | -19.6% | +32.0% | -51.6% | -21.5% |
| 3M | -14.4% | -15.0% | +0.7% | -14.0% |
| 6M | -20.1% | -10.1% | -10.0% | -20.8% |
| YTD | -20.9% | +99.4% | -120.4% | -25.9% |
| 1Y | -21.9% | +316.4% | -338.2% | -32.0% |
| All | +120.4% | +1,440.2% | -1,319.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling