+36.3%
FIVE vs ALM
+806.0%
-769.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -3.8% |
| 7D | -1.7% | -14.5% | +12.8% | -0.9% |
| 30D | +14.9% | -39.0% | +54.0% | +17.8% |
| 3M | +7.6% | -40.3% | +47.9% | +10.2% |
| 6M | +6.4% | -60.3% | +66.7% | +10.4% |
| YTD | +28.1% | -9.8% | +37.8% | +27.2% |
| 1Y | +54.7% | +30.8% | +24.0% | +50.8% |
| All | +36.3% | +806.0% | -769.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling