+672.3%
AU vs ALM
+2,589.2%
-1,917.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.1% |
| 7D | -4.3% | -11.8% | +7.6% | -3.2% |
| 30D | +7.3% | +7.8% | -0.5% | +6.5% |
| 3M | +26.3% | -9.3% | +35.6% | +26.9% |
| 6M | +1.8% | -30.5% | +32.2% | +3.9% |
| YTD | +26.8% | +75.8% | -49.0% | +21.0% |
| 1Y | +66.7% | +241.2% | -174.5% | +51.3% |
| 3Y | +579.1% | +1,872.6% | -1,293.6% | +443.4% |
| 5Y | +689.3% | +849.6% | -160.2% | +547.1% |
| All | +672.3% | +2,589.2% | -1,917.0% | +473.5% |
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