+16.0%
D vs ALM
+14.6%
+1.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.4% | -7.2% | +4.7% | -2.4% |
| 30D | +9.0% | -26.4% | +35.3% | +9.0% |
| 3M | +1.0% | -38.6% | +39.6% | +1.2% |
| 6M | +11.0% | -61.0% | +72.0% | +11.4% |
| YTD | +19.8% | -7.4% | +27.2% | +20.8% |
| 1Y | +16.0% | +14.0% | +2.0% | +16.6% |
| All | +16.0% | +14.6% | +1.4% | +16.6% |
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