-17.2%
F vs ALM
+410.2%
-427.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | -0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.2% |
| 30D | 0.0% | -19.3% | +19.4% | +0.7% |
| 3M | -13.2% | -40.6% | +27.4% | -11.8% |
| 6M | -10.2% | -57.9% | +47.7% | -7.9% |
| YTD | -4.9% | -6.7% | +1.8% | -6.3% |
| 1Y | -6.1% | +20.2% | -26.3% | -8.5% |
| 3Y | +46.0% | +879.4% | -833.5% | +18.5% |
| All | -17.2% | +410.2% | -427.5% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling