+334.9%
COMP vs ALM
+806.0%
-471.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.6% | +1.4% | -7.5% |
| 7D | -1.8% | -14.5% | +12.7% | -0.8% |
| 30D | -0.8% | -39.0% | +38.3% | +2.2% |
| 3M | -28.1% | -40.3% | +12.1% | -26.2% |
| 6M | +27.0% | -60.3% | +87.3% | +33.0% |
| YTD | -12.8% | -9.8% | -3.0% | -10.1% |
| 1Y | +4.9% | +30.8% | -25.9% | +7.5% |
| All | +334.9% | +806.0% | -471.1% | +295.9% |
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 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