+26.0%
FIX vs ALM
+10.4%
+15.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.1% |
| 7D | +17.0% | -4.0% | +21.0% | +18.3% |
| 30D | -30.6% | -30.5% | -0.1% | -24.2% |
| 3M | -35.0% | -46.9% | +11.9% | -25.6% |
| 6M | -44.0% | -65.5% | +21.6% | -31.3% |
| YTD | +21.1% | -13.4% | +34.5% | +25.9% |
| All | +26.0% | +10.4% | +15.6% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling