+7.8%
D vs ALM
+951.0%
-943.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | -2.6% | +32.0% | -34.6% | -3.0% |
| 3M | 0.0% | -15.0% | +15.0% | +0.1% |
| 6M | +7.4% | -10.1% | +17.5% | +7.2% |
| YTD | +15.9% | +99.4% | -83.6% | +13.9% |
| 1Y | +18.1% | +316.4% | -298.2% | +14.2% |
| 3Y | +58.4% | +2,022.0% | -1,963.6% | +45.9% |
| All | +7.8% | +951.0% | -943.2% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling