+22.6%
D vs ALM
+44.8%
-22.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.3% | +4.4% |
| 7D | +8.5% | -6.4% | +14.9% | +8.5% |
| 30D | +14.3% | -35.0% | +49.3% | +14.6% |
| 3M | +1.8% | -33.8% | +35.6% | +2.1% |
| 6M | +13.0% | -55.0% | +68.1% | +13.6% |
| YTD | +22.7% | -0.2% | +23.0% | +23.0% |
| 1Y | +22.6% | +41.8% | -19.2% | +20.6% |
| All | +22.6% | +44.8% | -22.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling