+222.7%
B vs ALM
+2,084.7%
-1,862.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | -7.2% | +4.5% | -2.2% |
| 30D | -4.3% | -26.4% | +22.0% | -2.5% |
| 3M | -2.3% | -38.6% | +36.3% | +0.6% |
| 6M | -16.2% | -61.0% | +44.8% | -11.8% |
| YTD | -8.8% | -7.4% | -1.4% | -7.8% |
| 1Y | +11.4% | +14.0% | -2.6% | +11.5% |
| 3Y | +174.3% | +844.4% | -670.2% | +153.2% |
| 5Y | +116.2% | +410.8% | -294.6% | +100.7% |
| 10Y | +222.7% | +2,084.7% | -1,862.0% | +192.7% |
| All | +222.7% | +2,084.7% | -1,862.0% | +192.7% |
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