+938.7%
COST vs ALM
+7,705.7%
-6,767.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -2.8% | +32.0% | -34.8% | -2.8% |
| 3M | -5.7% | -15.0% | +9.4% | -5.7% |
| 6M | -8.8% | -10.1% | +1.4% | -8.8% |
| YTD | +6.7% | +99.4% | -92.8% | +6.4% |
| 1Y | -3.6% | +316.4% | -320.0% | -4.0% |
| 3Y | +75.1% | +2,022.0% | -1,946.9% | +73.6% |
| 5Y | +108.9% | +941.2% | -832.3% | +107.3% |
| 10Y | +586.2% | +2,950.3% | -2,364.2% | +578.9% |
| All | +938.7% | +7,705.7% | -6,767.1% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling