+113.1%
D vs ALM
+3,431.9%
-3,318.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | -0.1% |
| 7D | +6.9% | -14.5% | +21.5% | +7.0% |
| 30D | +12.3% | -39.0% | +51.4% | +12.4% |
| 3M | +3.0% | -40.3% | +43.3% | +3.1% |
| 6M | +12.8% | -60.3% | +73.1% | +12.9% |
| YTD | +22.6% | -9.8% | +32.3% | +22.5% |
| 1Y | +21.7% | +30.8% | -9.1% | +21.5% |
| 3Y | +83.9% | +772.4% | -688.5% | +83.1% |
| 5Y | +14.0% | +390.7% | -376.8% | +13.5% |
| 10Y | +45.6% | +2,028.5% | -1,982.9% | +44.7% |
| All | +113.1% | +3,431.9% | -3,318.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling