-44.8%
IT vs ALM
+1,033.0%
-1,077.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +8.8% | -16.2% | -7.5% |
| 7D | -9.1% | +8.4% | -17.6% | -9.2% |
| 30D | -7.0% | +34.8% | -41.8% | -7.3% |
| 3M | +7.6% | +16.2% | -8.6% | +7.4% |
| 6M | +2.1% | +2.1% | 0.0% | +1.9% |
| YTD | -31.6% | +117.0% | -148.6% | -33.4% |
| 1Y | -29.9% | +313.9% | -343.8% | -33.9% |
| 3Y | -51.3% | +2,327.9% | -2,379.2% | -58.5% |
| 5Y | -44.8% | +1,040.6% | -1,085.4% | -51.9% |
| All | -44.8% | +1,033.0% | -1,077.8% | -51.9% |
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