+13.5%
D vs ALM
+456.2%
-442.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.4% | -7.2% | +4.7% | -2.3% |
| 30D | +9.0% | -26.4% | +35.3% | +9.4% |
| 3M | +1.0% | -38.6% | +39.6% | +1.6% |
| 6M | +11.0% | -61.0% | +72.0% | +12.2% |
| YTD | +19.8% | -7.4% | +27.2% | +19.1% |
| 1Y | +16.0% | +14.0% | +2.0% | +14.7% |
| 3Y | +74.4% | +844.4% | -770.1% | +64.2% |
| 5Y | +13.5% | +410.8% | -397.3% | +7.0% |
| All | +13.5% | +456.2% | -442.7% | +7.0% |
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