+90.0%
IT vs ALM
+2,776.7%
-2,686.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.7% |
| 7D | -12.7% | -7.1% | -5.6% | -12.6% |
| 30D | -8.9% | +24.7% | -33.6% | -9.2% |
| 3M | +10.1% | +8.3% | +1.8% | +9.8% |
| 6M | +7.3% | -22.2% | +29.4% | +7.4% |
| YTD | -32.4% | +88.1% | -120.5% | -33.8% |
| 1Y | -26.6% | +272.4% | -299.0% | -29.7% |
| 3Y | -51.8% | +2,004.1% | -2,055.9% | -56.5% |
| 5Y | -45.6% | +915.8% | -961.4% | -50.3% |
| All | +90.0% | +2,776.7% | -2,686.7% | +70.1% |
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 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