-0.8%
F vs ALM
+31.8%
-32.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | +1.6% | -6.7% | +8.2% | +1.7% |
| 30D | +2.6% | -32.9% | +35.5% | +3.7% |
| 3M | -8.8% | -39.5% | +30.7% | -7.9% |
| 6M | +4.6% | -62.0% | +66.6% | +6.5% |
| YTD | -1.9% | -7.8% | +5.9% | -2.8% |
| 1Y | -0.8% | +26.7% | -27.4% | -4.3% |
| All | -0.8% | +31.8% | -32.6% | -4.3% |
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 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