-58.8%
CAPR vs ALM
+2,084.7%
-2,143.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.2% | +26.5% |
| 7D | +25.8% | -7.2% | +33.0% | +26.2% |
| 30D | +50.2% | -26.4% | +76.6% | +52.1% |
| 3M | +185.5% | -38.6% | +224.1% | +191.1% |
| 6M | -64.8% | -61.0% | -3.8% | -63.8% |
| YTD | -61.1% | -7.4% | -53.7% | -60.6% |
| 1Y | +81.0% | +14.0% | +67.0% | +83.0% |
| 3Y | +300.7% | +844.4% | -543.7% | +260.2% |
| 5Y | +223.3% | +410.8% | -187.5% | +197.9% |
| 10Y | -58.8% | +2,084.7% | -2,143.5% | -68.4% |
| All | -58.8% | +2,084.7% | -2,143.5% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling