+130.7%
C vs ALM
+951.0%
-820.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +3.6% | -2.6% | +6.2% | +3.8% |
| 30D | +0.1% | +32.0% | -31.9% | -1.7% |
| 3M | +2.4% | -15.0% | +17.5% | +2.6% |
| 6M | +24.9% | -10.1% | +35.1% | +24.1% |
| YTD | +19.8% | +99.4% | -79.6% | +14.0% |
| 1Y | +44.9% | +316.4% | -271.5% | +32.7% |
| 3Y | +263.0% | +2,022.0% | -1,759.0% | +206.8% |
| All | +130.7% | +951.0% | -820.3% | +99.8% |
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 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