+6.9%
IR vs ALM
+31.8%
-24.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | +3.7% | -6.7% | +10.3% | +4.4% |
| 30D | +7.4% | -32.9% | +40.3% | +11.5% |
| 3M | -5.9% | -39.5% | +33.6% | -2.2% |
| 6M | +5.6% | -62.0% | +67.6% | +13.9% |
| YTD | +4.8% | -7.8% | +12.7% | +7.4% |
| 1Y | +6.9% | +26.7% | -19.7% | +10.3% |
| All | +6.9% | +31.8% | -24.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling