+325.3%
IR vs ALM
+1,916.1%
-1,590.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +3.7% | -6.7% | +10.3% | +3.9% |
| 30D | +7.4% | -32.9% | +40.3% | +9.0% |
| 3M | -5.9% | -39.5% | +33.6% | -4.5% |
| 6M | +5.6% | -62.0% | +67.6% | +8.5% |
| YTD | +4.8% | -7.8% | +12.7% | +4.8% |
| 1Y | +6.9% | +26.7% | -19.7% | +5.9% |
| 3Y | +27.6% | +825.4% | -797.8% | +17.4% |
| 5Y | +45.8% | +401.2% | -355.4% | +35.1% |
| All | +325.3% | +1,916.1% | -1,590.9% | +308.6% |
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