+604.2%
COST vs ALM
+2,776.7%
-2,172.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.1% |
| 7D | -2.5% | -7.1% | +4.6% | -2.4% |
| 30D | -4.4% | +24.7% | -29.1% | -4.8% |
| 3M | -8.1% | +8.3% | -16.4% | -8.4% |
| 6M | -9.2% | -22.2% | +12.9% | -9.2% |
| YTD | +5.1% | +88.1% | -83.0% | +3.1% |
| 1Y | -5.1% | +272.4% | -277.4% | -8.4% |
| 3Y | +70.4% | +2,004.1% | -1,933.8% | +57.0% |
| 5Y | +104.7% | +915.8% | -811.1% | +90.2% |
| All | +604.2% | +2,776.7% | -2,172.5% | +556.4% |
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