+20.7%
FIVE vs ALM
+395.6%
-374.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.3% |
| 7D | +7.3% | -6.3% | +13.7% | +7.7% |
| 30D | +18.1% | -31.4% | +49.5% | +20.4% |
| 3M | +7.7% | -40.6% | +48.3% | +10.4% |
| 6M | +13.6% | -58.6% | +72.3% | +17.8% |
| YTD | +34.6% | -7.6% | +42.2% | +32.9% |
| 1Y | +66.2% | +13.8% | +52.4% | +62.1% |
| 3Y | +43.5% | +842.1% | -798.7% | +22.5% |
| 5Y | +20.7% | +407.4% | -386.7% | +4.6% |
| All | +20.7% | +395.6% | -374.9% | +4.6% |
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