+68.1%
COST vs ALM
+2,150.5%
-2,082.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -5.3% | +33.8% | -39.1% | -5.6% |
| 3M | -6.7% | +14.8% | -21.4% | -6.8% |
| 6M | -9.9% | -7.0% | -3.0% | -10.0% |
| YTD | +5.1% | +108.1% | -102.9% | +3.0% |
| 1Y | -7.3% | +313.8% | -321.1% | -10.7% |
| All | +68.1% | +2,150.5% | -2,082.4% | +57.4% |
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