+56.8%
F vs ALM
+3,431.9%
-3,375.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.6% | +8.5% | -1.1% |
| 7D | +1.4% | -14.5% | +15.9% | +1.4% |
| 30D | +2.0% | -39.0% | +41.1% | +2.2% |
| 3M | -10.4% | -40.3% | +29.9% | -10.2% |
| 6M | +9.7% | -60.3% | +70.0% | +10.0% |
| YTD | -1.2% | -9.8% | +8.6% | -1.3% |
| 1Y | 0.0% | +30.8% | -30.7% | -0.2% |
| 3Y | +41.1% | +772.4% | -731.3% | +39.5% |
| 5Y | -11.4% | +390.7% | -402.2% | -12.4% |
| 10Y | +85.0% | +2,028.5% | -1,943.6% | +82.0% |
| All | +56.8% | +3,431.9% | -3,375.1% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling