+15.2%
D vs ALM
+396.4%
-381.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | +3.0% | -6.7% | +9.6% | +3.1% |
| 30D | +11.5% | -32.9% | +44.4% | +12.1% |
| 3M | +3.7% | -39.5% | +43.2% | +4.4% |
| 6M | +13.5% | -62.0% | +75.5% | +14.9% |
| YTD | +20.7% | -7.8% | +28.6% | +20.0% |
| 1Y | +18.2% | +26.7% | -8.4% | +16.8% |
| 3Y | +73.3% | +825.4% | -752.0% | +63.3% |
| All | +15.2% | +396.4% | -381.2% | +8.6% |
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 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