+3,604.4%
FIX vs ALM
+1,942.8%
+1,661.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.4% |
| 7D | +17.0% | -4.0% | +21.0% | +17.3% |
| 30D | -30.6% | -30.5% | -0.1% | -29.2% |
| 3M | -35.0% | -46.9% | +11.9% | -33.0% |
| 6M | -44.0% | -65.5% | +21.6% | -41.4% |
| YTD | +21.1% | -13.4% | +34.5% | +22.9% |
| 1Y | +16.3% | +9.8% | +6.5% | +17.1% |
| 3Y | +507.4% | +783.1% | -275.7% | +474.4% |
| 5Y | +1,052.1% | +378.3% | +673.8% | +996.7% |
| All | +3,604.4% | +1,942.8% | +1,661.6% | +3,409.3% |
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