+345.2%
IR vs ALM
+2,078.8%
-1,733.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +4.4% |
| 7D | +5.0% | +0.7% | +4.3% | +5.0% |
| 30D | +10.3% | -26.1% | +36.4% | +11.5% |
| 3M | -0.1% | -38.1% | +38.0% | +1.4% |
| 6M | +14.8% | -55.4% | +70.2% | +17.3% |
| YTD | +9.7% | -0.4% | +10.1% | +9.4% |
| 1Y | +12.2% | +25.4% | -13.1% | +11.0% |
| 3Y | +30.0% | +907.8% | -877.8% | +19.3% |
| 5Y | +46.8% | +440.2% | -393.3% | +35.6% |
| All | +345.2% | +2,078.8% | -1,733.6% | +326.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling