+230.9%
C vs ALM
+3,507.4%
-3,276.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -2.4% | -6.7% | +4.3% | -2.4% |
| 30D | -6.0% | -32.9% | +26.9% | -5.8% |
| 3M | -10.5% | -39.5% | +28.9% | -10.4% |
| 6M | -5.7% | -62.0% | +56.3% | -5.4% |
| YTD | +4.1% | -7.8% | +12.0% | +4.1% |
| 1Y | +20.5% | +26.7% | -6.2% | +20.3% |
| 3Y | +208.1% | +825.4% | -617.2% | +204.9% |
| 5Y | +110.4% | +401.2% | -290.8% | +108.4% |
| 10Y | +234.6% | +2,074.0% | -1,839.4% | +229.5% |
| All | +230.9% | +3,507.4% | -3,276.5% | +222.9% |
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 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