+20.5%
EXC vs ALM
+2,118.4%
-2,098.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | -3.7% | +32.0% | -35.7% | -3.8% |
| 3M | -1.3% | -15.0% | +13.8% | -1.2% |
| 6M | -9.7% | -10.1% | +0.4% | -9.7% |
| YTD | +2.9% | +99.4% | -96.5% | +1.9% |
| 1Y | +4.4% | +316.4% | -312.0% | +2.1% |
| All | +20.5% | +2,118.4% | -2,098.0% | +13.3% |
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