+226.7%
IT vs ALM
+3,516.3%
-3,289.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -1.1% |
| 7D | -7.5% | -6.3% | -1.2% | -7.5% |
| 30D | -1.2% | -31.4% | +30.3% | -1.1% |
| 3M | -2.2% | -40.6% | +38.4% | -2.1% |
| 6M | +19.1% | -58.6% | +77.7% | +19.2% |
| YTD | -25.1% | -7.6% | -17.5% | -25.2% |
| 1Y | -17.4% | +13.8% | -31.2% | -17.5% |
| 3Y | -54.1% | +842.1% | -896.2% | -54.5% |
| 5Y | -42.7% | +407.4% | -450.1% | -43.1% |
| 10Y | +88.1% | +2,079.4% | -1,991.2% | +86.1% |
| All | +226.7% | +3,516.3% | -3,289.6% | +220.5% |
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