+498.4%
FIVE vs ALM
+2,100.8%
-1,602.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.5% |
| 7D | +2.7% | +1.2% | +1.4% | +2.6% |
| 30D | +12.7% | -19.3% | +32.0% | +13.5% |
| 3M | +2.1% | -40.6% | +42.7% | +3.9% |
| 6M | +17.5% | -57.9% | +75.4% | +20.6% |
| YTD | +31.0% | -6.7% | +37.7% | +29.9% |
| 1Y | +67.7% | +20.2% | +47.6% | +64.6% |
| 3Y | +43.4% | +879.4% | -836.1% | +28.8% |
| 5Y | +18.1% | +415.3% | -397.2% | +7.0% |
| All | +498.4% | +2,100.8% | -1,602.4% | +454.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling