+709.6%
AU vs ALM
+7,705.7%
-6,996.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -3.6% | -2.6% | -1.0% | -3.6% |
| 30D | +23.9% | +32.0% | -8.1% | +23.9% |
| 3M | +19.1% | -15.0% | +34.1% | +19.1% |
| 6M | -0.2% | -10.1% | +10.0% | -0.2% |
| YTD | +32.5% | +99.4% | -67.0% | +32.6% |
| 1Y | +96.9% | +316.4% | -219.4% | +97.6% |
| 3Y | +614.7% | +2,022.0% | -1,407.2% | +622.9% |
| 5Y | +647.7% | +941.2% | -293.5% | +654.8% |
| 10Y | +679.2% | +2,950.3% | -2,271.1% | +697.6% |
| All | +709.6% | +7,705.7% | -6,996.1% | +769.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling