+200.5%
B vs ALM
+2,221.4%
-2,021.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.7% |
| 7D | +11.3% | +0.7% | +10.6% | +11.2% |
| 30D | +2.9% | -26.1% | +29.0% | +4.9% |
| 3M | -2.9% | -38.1% | +35.3% | 0.0% |
| 6M | -1.2% | -55.4% | +54.2% | +3.2% |
| YTD | -1.3% | -0.4% | -0.9% | -0.8% |
| 1Y | +30.4% | +25.4% | +5.1% | +29.7% |
| 3Y | +195.3% | +907.8% | -712.5% | +169.8% |
| 5Y | +146.2% | +440.2% | -294.0% | +126.4% |
| 10Y | +200.5% | +2,031.1% | -1,830.7% | +162.5% |
| All | +200.5% | +2,221.4% | -2,021.0% | +162.5% |
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