+301.3%
LOW vs ALM
+2,084.7%
-1,783.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +1.0% | -7.2% | +8.1% | +1.1% |
| 30D | +25.6% | -26.4% | +51.9% | +26.5% |
| 3M | +5.3% | -38.6% | +43.9% | +6.4% |
| 6M | +3.7% | -61.0% | +64.7% | +5.8% |
| YTD | -1.9% | -7.4% | +5.5% | -2.5% |
| 1Y | +0.6% | +14.0% | -13.4% | -0.8% |
| 3Y | +26.4% | +844.4% | -818.0% | +15.2% |
| 5Y | +10.1% | +410.8% | -400.7% | +1.0% |
| 10Y | +301.3% | +2,084.7% | -1,783.5% | +270.3% |
| All | +301.3% | +2,084.7% | -1,783.5% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling