+48.4%
IR vs ALM
+951.0%
-902.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -2.8% | -2.6% | -0.2% | -2.7% |
| 30D | -15.1% | +32.0% | -47.1% | -16.4% |
| 3M | +6.1% | -15.0% | +21.1% | +6.2% |
| 6M | -16.8% | -10.1% | -6.7% | -17.2% |
| YTD | -3.5% | +99.4% | -103.0% | -6.8% |
| 1Y | -3.5% | +316.4% | -319.8% | -9.4% |
| 3Y | +9.5% | +2,022.0% | -2,012.5% | -6.5% |
| All | +48.4% | +951.0% | -902.6% | +29.7% |
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