+220.1%
C vs ALM
+2,221.4%
-2,001.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +2.1% |
| 7D | -0.9% | +0.7% | -1.7% | -1.0% |
| 30D | -5.4% | -26.1% | +20.7% | -4.1% |
| 3M | -9.2% | -38.1% | +29.0% | -7.4% |
| 6M | -1.8% | -55.4% | +53.6% | +1.1% |
| YTD | +6.7% | -0.4% | +7.1% | +5.6% |
| 1Y | +23.5% | +25.4% | -1.8% | +20.9% |
| 3Y | +219.8% | +907.8% | -688.0% | +184.4% |
| 5Y | +112.4% | +440.2% | -327.8% | +90.6% |
| 10Y | +220.1% | +2,031.1% | -1,811.1% | +181.9% |
| All | +220.1% | +2,221.4% | -2,001.3% | +181.9% |
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