+222.4%
IT vs ALM
+7,705.7%
-7,483.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | +13.1% | -15.0% | +28.1% | +13.1% |
| 6M | +11.7% | -10.1% | +21.8% | +11.7% |
| YTD | -26.1% | +99.4% | -125.5% | -26.3% |
| 1Y | -21.3% | +316.4% | -337.6% | -21.6% |
| 3Y | -46.7% | +2,022.0% | -2,068.7% | -47.2% |
| 5Y | -40.5% | +941.2% | -981.7% | -41.0% |
| 10Y | +103.9% | +2,950.3% | -2,846.5% | +101.5% |
| All | +222.4% | +7,705.7% | -7,483.3% | +215.9% |
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 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