+3,653.2%
FIX vs ALM
+2,022.9%
+1,630.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +5.3% |
| 7D | -17.5% | -6.7% | -10.8% | -17.1% |
| 30D | -41.6% | -32.9% | -8.7% | -40.3% |
| 3M | -40.6% | -39.5% | -1.1% | -39.2% |
| 6M | -49.4% | -62.0% | +12.6% | -47.3% |
| YTD | +9.2% | -7.8% | +17.0% | +10.4% |
| 1Y | +6.5% | +26.7% | -20.2% | +6.6% |
| 3Y | +448.7% | +825.4% | -376.6% | +417.1% |
| 5Y | +948.7% | +401.2% | +547.5% | +894.8% |
| All | +3,653.2% | +2,022.9% | +1,630.3% | +3,451.3% |
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