+44.6%
AU vs ALM
+44.8%
-0.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.6% |
| 7D | +0.8% | -6.4% | +7.1% | +2.9% |
| 30D | -7.0% | -35.0% | +28.0% | +5.9% |
| 3M | +8.5% | -33.8% | +42.4% | +22.1% |
| 6M | -1.3% | -55.0% | +53.7% | +21.6% |
| YTD | +6.8% | -0.2% | +7.0% | +13.2% |
| 1Y | +44.6% | +41.8% | +2.8% | +51.9% |
| All | +44.6% | +44.8% | -0.2% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling