+105.9%
C vs ALM
+396.4%
-290.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | -2.4% | -6.7% | +4.3% | -2.0% |
| 30D | -6.0% | -32.9% | +26.9% | -3.8% |
| 3M | -10.5% | -39.5% | +28.9% | -8.3% |
| 6M | -5.7% | -62.0% | +56.3% | -1.4% |
| YTD | +4.1% | -7.8% | +12.0% | +3.5% |
| 1Y | +20.5% | +26.7% | -6.2% | +17.7% |
| 3Y | +208.1% | +825.4% | -617.2% | +174.5% |
| All | +105.9% | +396.4% | -290.5% | +86.8% |
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