-43.1%
IT vs ALM
+396.4%
-439.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.0% |
| 7D | -16.9% | -6.7% | -10.2% | -16.9% |
| 30D | +2.3% | -32.9% | +35.2% | +2.5% |
| 3M | +2.9% | -39.5% | +42.4% | +3.0% |
| 6M | +25.9% | -62.0% | +87.8% | +26.9% |
| YTD | -24.6% | -7.8% | -16.8% | -26.3% |
| 1Y | -16.0% | +26.7% | -42.7% | -19.0% |
| 3Y | -51.6% | +825.4% | -876.9% | -58.0% |
| All | -43.1% | +396.4% | -439.5% | -50.1% |
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 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