+1,027.6%
FIX vs ALM
+410.2%
+617.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -2.1% |
| 7D | +9.4% | +1.2% | +8.2% | +9.3% |
| 30D | -27.8% | -19.3% | -8.4% | -26.4% |
| 3M | -35.6% | -40.6% | +5.1% | -32.8% |
| 6M | -45.2% | -57.9% | +12.7% | -41.7% |
| YTD | +19.5% | -6.7% | +26.2% | +21.8% |
| 1Y | +24.2% | +20.2% | +4.1% | +25.2% |
| 3Y | +494.2% | +879.4% | -385.3% | +435.9% |
| All | +1,027.6% | +410.2% | +617.3% | +958.5% |
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