-7.3%
F vs ALM
+7.9%
-15.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -2.7% |
| 7D | -3.9% | -4.0% | +0.1% | -3.8% |
| 30D | -0.5% | -30.5% | +30.0% | +0.4% |
| 3M | -12.9% | -46.9% | +34.0% | -11.8% |
| 6M | +1.5% | -65.5% | +67.0% | +3.6% |
| YTD | -5.0% | -13.4% | +8.4% | -5.5% |
| 1Y | -7.3% | +9.8% | -17.1% | -9.1% |
| All | -7.3% | +7.9% | -15.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling