+112.4%
C vs ALM
+387.9%
-275.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.3% |
| 7D | +4.7% | -4.0% | +8.8% | +5.0% |
| 30D | +0.2% | -30.5% | +30.7% | +2.3% |
| 3M | -9.3% | -46.9% | +37.6% | -6.3% |
| 6M | -0.8% | -65.5% | +64.7% | +4.3% |
| YTD | +8.5% | -13.4% | +21.9% | +8.2% |
| 1Y | +23.1% | +9.8% | +13.3% | +21.1% |
| 3Y | +220.8% | +783.1% | -562.3% | +186.6% |
| 5Y | +112.4% | +378.3% | -265.9% | +92.9% |
| All | +112.4% | +387.9% | -275.5% | +92.9% |
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 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