+769.5%
EW vs ALM
+3,507.4%
-2,737.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.3% |
| 7D | +11.0% | -6.7% | +17.7% | +11.0% |
| 30D | +19.1% | -32.9% | +52.0% | +19.0% |
| 3M | +14.4% | -39.5% | +53.8% | +14.3% |
| 6M | +22.8% | -62.0% | +84.7% | +22.7% |
| YTD | +19.8% | -7.8% | +27.6% | +19.9% |
| 1Y | +23.9% | +26.7% | -2.8% | +24.0% |
| 3Y | +52.2% | +825.4% | -773.1% | +52.9% |
| 5Y | -13.9% | +401.2% | -415.1% | -13.6% |
| 10Y | +241.9% | +2,074.0% | -1,832.2% | +245.0% |
| All | +769.5% | +3,507.4% | -2,737.9% | +786.7% |
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 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