-49.3%
COMP vs ALM
+346.6%
-396.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +10.5% |
| 7D | +13.4% | -6.7% | +20.1% | +14.2% |
| 30D | +11.1% | -32.9% | +44.0% | +15.2% |
| 3M | -18.8% | -39.5% | +20.7% | -15.6% |
| 6M | +10.5% | -62.0% | +72.5% | +18.9% |
| YTD | -3.4% | -7.8% | +4.4% | -3.6% |
| 1Y | +19.7% | +26.7% | -7.0% | +16.2% |
| 3Y | +381.6% | +825.4% | -443.8% | +241.6% |
| 5Y | -17.6% | +401.2% | -418.8% | -39.0% |
| All | -49.3% | +346.6% | -396.0% | -62.6% |
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