+207.0%
C vs ALM
+2,100.8%
-1,893.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.4% |
| 7D | +4.2% | +1.2% | +2.9% | +4.1% |
| 30D | +2.0% | -19.3% | +21.3% | +3.0% |
| 3M | -10.1% | -40.6% | +30.5% | -8.2% |
| 6M | +1.0% | -57.9% | +58.9% | +4.3% |
| YTD | +8.5% | -6.7% | +15.2% | +7.6% |
| 1Y | +25.7% | +20.2% | +5.6% | +23.2% |
| 3Y | +216.0% | +879.4% | -663.5% | +180.6% |
| 5Y | +112.3% | +415.3% | -303.0% | +90.4% |
| All | +207.0% | +2,100.8% | -1,893.8% | +166.9% |
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