+760.1%
COST vs ALM
+2,100.8%
-1,340.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.5% | +1.2% |
| 7D | +5.0% | +1.2% | +3.8% | +5.0% |
| 30D | +12.8% | -19.3% | +32.1% | +13.1% |
| 3M | +15.2% | -40.6% | +55.8% | +15.9% |
| 6M | +7.4% | -57.9% | +65.3% | +8.5% |
| YTD | +29.0% | -6.7% | +35.7% | +27.8% |
| 1Y | +20.3% | +20.2% | +0.1% | +18.5% |
| 3Y | +99.0% | +879.4% | -780.4% | +86.3% |
| 5Y | +125.7% | +415.3% | -289.6% | +112.2% |
| All | +760.1% | +2,100.8% | -1,340.7% | +707.4% |
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 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