-49.3%
COMP vs ALM
+352.1%
-401.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +16.6% | -19.3% | +35.9% | +18.9% |
| 3M | -23.5% | -40.6% | +17.1% | -20.3% |
| 6M | +25.7% | -57.9% | +83.6% | +34.1% |
| YTD | -3.4% | -6.7% | +3.3% | -3.7% |
| 1Y | +7.6% | +20.2% | -12.6% | +4.9% |
| 3Y | +423.6% | +879.4% | -455.9% | +268.5% |
| 5Y | -10.6% | +415.3% | -425.9% | -33.9% |
| All | -49.3% | +352.1% | -401.5% | -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