+32.2%
DD vs ALM
+12.3%
+20.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.2% | +8.4% | +1.9% |
| 7D | +2.2% | -6.3% | +8.6% | +2.8% |
| 30D | +20.7% | -31.4% | +52.1% | +25.0% |
| 3M | +11.3% | -40.6% | +51.9% | +16.2% |
| 6M | +6.0% | -58.6% | +64.6% | +13.3% |
| YTD | +31.7% | -7.6% | +39.3% | +32.9% |
| 1Y | +32.2% | +13.8% | +18.4% | +32.9% |
| All | +32.2% | +12.3% | +20.0% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling