+43.8%
D vs ALM
+2,221.4%
-2,177.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -0.6% |
| 7D | +0.8% | +0.7% | 0.0% | +0.7% |
| 30D | +10.7% | -26.1% | +36.8% | +11.2% |
| 3M | +2.3% | -38.1% | +40.4% | +2.9% |
| 6M | +12.5% | -55.4% | +67.9% | +13.5% |
| YTD | +20.1% | -0.4% | +20.5% | +19.3% |
| 1Y | +15.6% | +25.4% | -9.8% | +14.3% |
| 3Y | +75.2% | +907.8% | -832.6% | +65.6% |
| 5Y | +14.6% | +440.2% | -425.6% | +8.7% |
| 10Y | +43.8% | +2,031.1% | -1,987.4% | +31.8% |
| All | +43.8% | +2,221.4% | -2,177.7% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling