+526.3%
FIVE vs ALM
+3,431.9%
-2,905.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.6% | +5.3% | -4.3% |
| 7D | -1.7% | -14.5% | +12.8% | -1.8% |
| 30D | +14.9% | -39.0% | +54.0% | +14.7% |
| 3M | +7.6% | -40.3% | +47.9% | +7.5% |
| 6M | +6.4% | -60.3% | +66.7% | +6.1% |
| YTD | +28.1% | -9.8% | +37.8% | +28.2% |
| 1Y | +54.7% | +30.8% | +24.0% | +55.2% |
| 3Y | +36.1% | +772.4% | -736.4% | +38.1% |
| 5Y | +14.9% | +390.7% | -375.9% | +16.4% |
| 10Y | +578.8% | +2,028.5% | -1,449.7% | +600.8% |
| All | +526.3% | +3,431.9% | -2,905.6% | +588.8% |
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