+796.3%
AU vs ALM
+2,100.8%
-1,304.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -2.3% |
| 7D | -7.2% | +1.2% | -8.4% | -7.3% |
| 30D | -2.9% | -19.3% | +16.5% | -0.9% |
| 3M | -8.7% | -40.6% | +32.0% | -4.1% |
| 6M | -14.1% | -57.9% | +43.8% | -7.5% |
| YTD | +4.8% | -6.7% | +11.5% | +6.2% |
| 1Y | +11.9% | +20.2% | -8.3% | +11.2% |
| 3Y | +513.8% | +879.4% | -365.6% | +428.0% |
| 5Y | +379.3% | +415.3% | -36.0% | +318.8% |
| All | +796.3% | +2,100.8% | -1,304.5% | +631.2% |
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 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