+157.6%
B vs ALM
+951.0%
-793.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +9.4% | +32.0% | -22.6% | +6.2% |
| 3M | +5.0% | -15.0% | +20.0% | +5.8% |
| 6M | -3.5% | -10.1% | +6.6% | -3.8% |
| YTD | +4.5% | +99.4% | -95.0% | -1.8% |
| 1Y | +67.8% | +316.4% | -248.6% | +49.0% |
| 3Y | +196.7% | +2,022.0% | -1,825.3% | +133.6% |
| All | +157.6% | +951.0% | -793.4% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling