+2,105.4%
FIX vs ALM
+951.0%
+1,154.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.3% |
| 30D | -7.2% | +32.0% | -39.2% | -9.5% |
| 3M | -15.9% | -15.0% | -0.8% | -15.6% |
| 6M | +12.7% | -10.1% | +22.9% | +12.0% |
| YTD | +72.8% | +99.4% | -26.6% | +65.2% |
| 1Y | +122.9% | +316.4% | -193.5% | +105.3% |
| 3Y | +774.3% | +2,022.0% | -1,247.7% | +631.2% |
| All | +2,105.4% | +951.0% | +1,154.4% | +1,811.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling