+1,140.6%
COST vs ALM
+3,289.7%
-2,149.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.4% |
| 7D | +2.5% | -4.0% | +6.5% | +2.5% |
| 30D | +14.6% | -30.5% | +45.1% | +14.7% |
| 3M | +15.2% | -46.9% | +62.1% | +15.3% |
| 6M | +7.2% | -65.5% | +72.7% | +7.4% |
| YTD | +27.4% | -13.4% | +40.8% | +27.3% |
| 1Y | +20.2% | +9.8% | +10.4% | +20.0% |
| 3Y | +96.9% | +783.1% | -686.2% | +95.6% |
| 5Y | +122.8% | +378.3% | -255.5% | +121.4% |
| 10Y | +764.3% | +1,942.8% | -1,178.6% | +756.1% |
| All | +1,140.6% | +3,289.7% | -2,149.1% | +1,122.1% |
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