-47.3%
IT vs ALM
+2,118.4%
-2,165.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -6.0% | -2.6% | -3.4% | -6.0% |
| 30D | 0.0% | +32.0% | -32.0% | 0.0% |
| 3M | +13.1% | -15.0% | +28.1% | +13.6% |
| 6M | +11.7% | -10.1% | +21.8% | +11.9% |
| YTD | -26.1% | +99.4% | -125.5% | -27.3% |
| 1Y | -21.3% | +316.4% | -337.6% | -24.7% |
| All | -47.3% | +2,118.4% | -2,165.8% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling