+7,253.1%
FIX vs ALM
+3,431.9%
+3,821.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.6% | -2.0% | -11.5% |
| 7D | -27.2% | -14.5% | -12.7% | -27.2% |
| 30D | -46.9% | -39.0% | -7.9% | -46.7% |
| 3M | -44.4% | -40.3% | -4.1% | -44.2% |
| 6M | -50.9% | -60.3% | +9.4% | -50.6% |
| YTD | +3.5% | -9.8% | +13.3% | +3.6% |
| 1Y | -2.1% | +30.8% | -32.9% | -2.2% |
| 3Y | +418.7% | +772.4% | -353.7% | +412.1% |
| 5Y | +894.6% | +390.7% | +503.8% | +882.8% |
| 10Y | +3,465.5% | +2,028.5% | +1,437.0% | +3,386.8% |
| All | +7,253.1% | +3,431.9% | +3,821.2% | +6,890.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling