+93.1%
DD vs ALM
+907.8%
-814.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.1% | -2.2% | +5.4% |
| 7D | +9.8% | +0.7% | +9.0% | +9.7% |
| 30D | +19.3% | -26.1% | +45.4% | +21.4% |
| 3M | +9.4% | -38.1% | +47.5% | +12.0% |
| 6M | +4.8% | -55.4% | +60.2% | +8.6% |
| YTD | +30.2% | -0.4% | +30.6% | +30.0% |
| 1Y | +32.2% | +25.4% | +6.9% | +30.7% |
| 3Y | +93.1% | +907.8% | -814.7% | +73.8% |
| All | +93.1% | +907.8% | -814.7% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling