-29.9%
COMP vs ALM
+951.0%
-980.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | +1.4% | -2.6% | +4.0% | +1.6% |
| 30D | -13.3% | +32.0% | -45.3% | -15.9% |
| 3M | +41.1% | -15.0% | +56.2% | +41.8% |
| 6M | +17.2% | -10.1% | +27.3% | +16.5% |
| YTD | +5.2% | +99.4% | -94.2% | -2.1% |
| 1Y | +18.9% | +316.4% | -297.4% | +2.6% |
| 3Y | +215.9% | +2,022.0% | -1,806.1% | +97.1% |
| All | -29.9% | +951.0% | -980.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling