+45.7%
FIVE vs ALM
+901.8%
-856.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.5% | -7.2% | +6.7% | -0.1% |
| 30D | +17.4% | -26.4% | +43.8% | +19.1% |
| 3M | +7.0% | -38.6% | +45.6% | +9.4% |
| 6M | +20.5% | -61.0% | +81.5% | +25.0% |
| YTD | +33.1% | -7.4% | +40.5% | +32.0% |
| 1Y | +67.1% | +14.0% | +53.1% | +63.9% |
| All | +45.7% | +901.8% | -856.1% | +42.2% |
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