+69.0%
F vs ALM
+2,084.7%
-2,015.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.1% | -7.2% | +5.0% | -1.9% |
| 30D | +3.3% | -26.4% | +29.7% | +4.2% |
| 3M | -11.3% | -38.6% | +27.3% | -10.2% |
| 6M | +5.3% | -61.0% | +66.3% | +7.8% |
| YTD | -2.2% | -7.4% | +5.2% | -3.2% |
| 1Y | -3.5% | +14.0% | -17.5% | -5.3% |
| 3Y | +49.5% | +844.4% | -794.9% | +32.1% |
| 5Y | -13.5% | +410.8% | -424.3% | -22.8% |
| 10Y | +69.0% | +2,084.7% | -2,015.7% | +53.2% |
| All | +69.0% | +2,084.7% | -2,015.7% | +53.2% |
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