-15.8%
F vs ALM
+396.4%
-412.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | +1.6% | -6.7% | +8.2% | +1.8% |
| 30D | +2.6% | -32.9% | +35.5% | +4.1% |
| 3M | -8.8% | -39.5% | +30.7% | -7.4% |
| 6M | +4.6% | -62.0% | +66.6% | +7.6% |
| YTD | -1.9% | -7.8% | +5.9% | -3.2% |
| 1Y | -0.8% | +26.7% | -27.4% | -3.6% |
| 3Y | +43.5% | +825.4% | -781.9% | +16.7% |
| All | -15.8% | +396.4% | -412.2% | -25.3% |
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 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