+420.4%
FIX vs ALM
+806.0%
-385.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.6% | -2.0% | -10.5% |
| 7D | -27.2% | -14.5% | -12.7% | -25.9% |
| 30D | -46.9% | -39.0% | -7.9% | -44.1% |
| 3M | -44.4% | -40.3% | -4.1% | -41.6% |
| 6M | -50.9% | -60.3% | +9.4% | -46.9% |
| YTD | +3.5% | -9.8% | +13.3% | +7.3% |
| 1Y | -2.1% | +30.8% | -32.9% | 0.0% |
| All | +420.4% | +806.0% | -385.6% | +387.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling