+8.4%
LOW vs ALM
+1,033.0%
-1,024.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.0% |
| 7D | +0.4% | +8.4% | -8.0% | +0.2% |
| 30D | -10.1% | +34.8% | -44.9% | -10.8% |
| 3M | -2.9% | +16.2% | -19.1% | -3.5% |
| 6M | -19.4% | +2.1% | -21.5% | -19.9% |
| YTD | -15.4% | +117.0% | -132.5% | -17.6% |
| 1Y | -24.9% | +313.9% | -338.8% | -28.3% |
| 3Y | -7.8% | +2,327.9% | -2,335.8% | -18.9% |
| 5Y | +8.4% | +1,040.6% | -1,032.2% | -1.7% |
| All | +8.4% | +1,033.0% | -1,024.6% | -1.7% |
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