+12,171.2%
FIX vs ALM
+7,705.7%
+4,465.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +6.1% |
| 30D | -7.2% | +32.0% | -39.2% | -7.4% |
| 3M | -15.9% | -15.0% | -0.8% | -15.8% |
| 6M | +12.7% | -10.1% | +22.9% | +12.7% |
| YTD | +72.8% | +99.4% | -26.6% | +72.0% |
| 1Y | +122.9% | +316.4% | -193.5% | +121.0% |
| 3Y | +774.3% | +2,022.0% | -1,247.7% | +757.9% |
| 5Y | +2,049.5% | +941.2% | +1,108.3% | +2,013.2% |
| 10Y | +5,821.5% | +2,950.3% | +2,871.1% | +5,668.4% |
| All | +12,171.2% | +7,705.7% | +4,465.4% | +11,505.1% |
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 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