+66.5%
DD vs ALM
+3,082.3%
-3,015.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -2.4% |
| 7D | -3.8% | +3.6% | -7.4% | -3.9% |
| 30D | -9.2% | +33.8% | -43.0% | -10.5% |
| 3M | -9.0% | +14.8% | -23.8% | -9.9% |
| 6M | -5.0% | -7.0% | +2.0% | -5.5% |
| YTD | +7.4% | +108.1% | -100.7% | +3.3% |
| 1Y | +35.1% | +313.8% | -278.7% | +26.2% |
| 3Y | +43.2% | +2,227.6% | -2,184.4% | +22.4% |
| 5Y | +59.6% | +956.6% | -897.0% | +39.1% |
| 10Y | +66.5% | +3,082.3% | -3,015.8% | +38.7% |
| All | +66.5% | +3,082.3% | -3,015.8% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling