+121.9%
COST vs ALM
+421.8%
-299.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +3.9% | -7.2% | +11.1% | +4.0% |
| 30D | +13.5% | -26.4% | +39.9% | +13.9% |
| 3M | +15.3% | -38.6% | +53.9% | +15.9% |
| 6M | +9.2% | -61.0% | +70.1% | +10.3% |
| YTD | +26.9% | -7.4% | +34.2% | +25.1% |
| 1Y | +19.7% | +14.0% | +5.7% | +17.4% |
| 3Y | +96.0% | +844.4% | -748.4% | +80.1% |
| All | +121.9% | +421.8% | -299.9% | +106.3% |
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