+207.2%
COMP vs ALM
+2,063.1%
-1,855.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | +1.4% | -2.6% | +4.0% | +1.5% |
| 30D | -13.3% | +32.0% | -45.3% | -14.7% |
| 3M | +41.1% | -15.0% | +56.2% | +41.5% |
| 6M | +17.2% | -10.1% | +27.3% | +16.9% |
| YTD | +5.2% | +99.4% | -94.2% | +3.9% |
| 1Y | +18.9% | +316.4% | -297.4% | +16.1% |
| All | +207.2% | +2,063.1% | -1,855.9% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling