+208.8%
C vs ALM
+2,040.7%
-1,831.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.5% | +0.6% |
| 7D | -0.4% | -6.3% | +6.0% | -0.1% |
| 30D | -5.2% | -31.4% | +26.3% | -3.5% |
| 3M | -9.1% | -40.6% | +31.5% | -7.1% |
| 6M | -1.6% | -58.6% | +57.1% | +1.7% |
| YTD | +6.9% | -7.6% | +14.6% | +6.2% |
| 1Y | +23.0% | +13.8% | +9.1% | +20.8% |
| 3Y | +216.1% | +842.1% | -626.0% | +181.2% |
| 5Y | +112.2% | +407.4% | -295.2% | +90.6% |
| 10Y | +208.8% | +2,079.4% | -1,870.6% | +168.8% |
| All | +208.8% | +2,040.7% | -1,831.9% | +168.8% |
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