+60.4%
D vs ALM
+2,063.1%
-2,002.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | -3.6% | +32.0% | -35.6% | -4.0% |
| 3M | -1.0% | -15.0% | +14.0% | -0.8% |
| 6M | +6.3% | -10.1% | +16.4% | +6.2% |
| YTD | +14.7% | +99.4% | -84.7% | +12.8% |
| 1Y | +16.9% | +316.4% | -299.4% | +13.0% |
| All | +60.4% | +2,063.1% | -2,002.7% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling