-4.3%
M vs ALM
+2,040.7%
-2,045.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.8% | +0.7% |
| 7D | +5.0% | -6.3% | +11.4% | +5.2% |
| 30D | +10.6% | -31.4% | +42.1% | +11.4% |
| 3M | +1.6% | -40.6% | +42.2% | +2.4% |
| 6M | +30.8% | -58.6% | +89.5% | +32.6% |
| YTD | +16.9% | -7.6% | +24.5% | +16.5% |
| 1Y | +26.3% | +13.8% | +12.4% | +25.2% |
| 3Y | +158.6% | +842.1% | -683.5% | +140.6% |
| 5Y | +2.1% | +407.4% | -405.3% | -4.4% |
| 10Y | -4.3% | +2,079.4% | -2,083.7% | -9.3% |
| All | -4.3% | +2,040.7% | -2,045.0% | -9.3% |
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