+3,800.0%
FIX vs ALM
+2,221.4%
+1,578.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.1% | +1.3% | +9.0% |
| 7D | -7.2% | +0.7% | -8.0% | -7.2% |
| 30D | -35.1% | -26.1% | -9.0% | -34.1% |
| 3M | -34.3% | -38.1% | +3.8% | -32.8% |
| 6M | -42.9% | -55.4% | +12.5% | -41.0% |
| YTD | +19.5% | -0.4% | +19.8% | +20.3% |
| 1Y | +16.8% | +25.4% | -8.6% | +16.8% |
| 3Y | +506.7% | +907.8% | -401.0% | +470.8% |
| 5Y | +1,046.7% | +440.2% | +606.5% | +986.0% |
| 10Y | +3,800.0% | +2,031.1% | +1,768.8% | +3,639.3% |
| All | +3,800.0% | +2,221.4% | +1,578.5% | +3,639.3% |
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