+216.0%
C vs ALM
+909.2%
-693.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.6% |
| 7D | +4.2% | +1.2% | +2.9% | +4.0% |
| 30D | +2.0% | -19.3% | +21.3% | +3.4% |
| 3M | -10.1% | -40.6% | +30.5% | -7.4% |
| 6M | +1.0% | -57.9% | +58.9% | +5.7% |
| YTD | +8.5% | -6.7% | +15.2% | +7.6% |
| 1Y | +25.7% | +20.2% | +5.6% | +22.7% |
| 3Y | +216.0% | +879.4% | -663.5% | +186.4% |
| All | +216.0% | +909.2% | -693.2% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling