+5,892.0%
FIX vs ALM
+2,950.3%
+2,941.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.2% |
| 30D | -7.2% | +32.0% | -39.2% | -8.5% |
| 3M | -15.9% | -15.0% | -0.8% | -15.7% |
| 6M | +12.7% | -10.1% | +22.9% | +12.4% |
| YTD | +72.8% | +99.4% | -26.6% | +68.5% |
| 1Y | +122.9% | +316.4% | -193.5% | +112.9% |
| 3Y | +774.3% | +2,022.0% | -1,247.7% | +698.0% |
| 5Y | +2,049.5% | +941.2% | +1,108.3% | +1,879.1% |
| All | +5,892.0% | +2,950.3% | +2,941.6% | +5,205.4% |
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