+602.6%
LOW vs ALM
+3,289.7%
-2,687.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.8% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | +21.3% | -30.5% | +51.8% | +21.5% |
| 3M | +6.0% | -46.9% | +52.9% | +6.3% |
| 6M | +2.6% | -65.5% | +68.1% | +3.0% |
| YTD | -3.6% | -13.4% | +9.8% | -3.7% |
| 1Y | -1.0% | +9.8% | -10.7% | -1.2% |
| 3Y | +24.2% | +783.1% | -758.9% | +22.4% |
| 5Y | +6.3% | +378.3% | -372.0% | +4.9% |
| 10Y | +294.1% | +1,942.8% | -1,648.7% | +285.3% |
| All | +602.6% | +3,289.7% | -2,687.1% | +573.0% |
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