+113.6%
C vs ALM
+456.2%
-342.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.6% |
| 7D | -0.4% | -7.2% | +6.7% | 0.0% |
| 30D | -5.3% | -26.4% | +21.0% | -3.7% |
| 3M | -8.0% | -38.6% | +30.6% | -5.7% |
| 6M | -0.3% | -61.0% | +60.7% | +4.2% |
| YTD | +8.6% | -7.4% | +16.0% | +7.9% |
| 1Y | +25.8% | +14.0% | +11.9% | +23.5% |
| 3Y | +221.2% | +844.4% | -623.3% | +185.8% |
| 5Y | +113.6% | +410.8% | -297.2% | +93.2% |
| All | +113.6% | +456.2% | -342.7% | +93.2% |
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