+229.3%
C vs ALM
+3,431.9%
-3,202.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.5% | -5.0% |
| 7D | -5.3% | -14.5% | +9.2% | -5.2% |
| 30D | -7.3% | -39.0% | +31.7% | -7.1% |
| 3M | -13.5% | -40.3% | +26.8% | -13.3% |
| 6M | -6.5% | -60.3% | +53.8% | -6.2% |
| YTD | +3.6% | -9.8% | +13.4% | +3.6% |
| 1Y | +18.9% | +30.8% | -11.9% | +18.7% |
| 3Y | +205.0% | +772.4% | -567.5% | +201.9% |
| 5Y | +109.4% | +390.7% | -281.4% | +107.4% |
| 10Y | +232.9% | +2,028.5% | -1,795.6% | +227.9% |
| All | +229.3% | +3,431.9% | -3,202.7% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling