+81.0%
F vs ALM
+2,221.4%
-2,140.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.4% | +0.4% |
| 7D | -0.6% | +0.7% | -1.4% | -0.7% |
| 30D | +2.9% | -26.1% | +29.0% | +3.8% |
| 3M | -9.5% | -38.1% | +28.6% | -8.4% |
| 6M | +4.0% | -55.4% | +59.4% | +5.9% |
| YTD | -1.3% | -0.4% | -0.9% | -2.4% |
| 1Y | -1.9% | +25.4% | -27.3% | -3.9% |
| 3Y | +53.5% | +907.8% | -854.3% | +35.7% |
| 5Y | -15.1% | +440.2% | -455.3% | -24.2% |
| 10Y | +81.0% | +2,031.1% | -1,950.2% | +65.4% |
| All | +81.0% | +2,221.4% | -2,140.4% | +65.4% |
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