+105.5%
B vs ALM
+410.2%
-304.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -1.6% |
| 7D | -7.3% | +1.2% | -8.6% | -7.5% |
| 30D | -3.3% | -19.3% | +16.0% | -1.1% |
| 3M | -7.8% | -40.6% | +32.9% | -2.7% |
| 6M | -15.5% | -57.9% | +42.4% | -8.3% |
| YTD | -12.3% | -6.7% | -5.6% | -10.8% |
| 1Y | +5.4% | +20.2% | -14.8% | +5.0% |
| 3Y | +165.5% | +879.4% | -713.9% | +126.0% |
| All | +105.5% | +410.2% | -304.7% | +81.4% |
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