-13.3%
F vs ALM
+454.9%
-468.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.5% |
| 7D | +1.0% | -6.3% | +7.3% | +1.2% |
| 30D | +2.1% | -31.4% | +33.6% | +3.5% |
| 3M | -10.3% | -40.6% | +30.3% | -8.8% |
| 6M | +3.3% | -58.6% | +61.9% | +5.8% |
| YTD | -2.0% | -7.6% | +5.6% | -3.3% |
| 1Y | -2.3% | +13.8% | -16.1% | -4.6% |
| 3Y | +49.9% | +842.1% | -792.2% | +21.9% |
| All | -13.3% | +454.9% | -468.2% | -23.8% |
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