-3.4%
M vs ALM
+3,219.4%
-3,222.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -2.8% |
| 7D | +2.4% | +8.4% | -6.0% | +2.2% |
| 30D | -11.6% | +34.8% | -46.5% | -12.2% |
| 3M | +1.6% | +16.2% | -14.6% | +1.1% |
| 6M | +25.2% | +2.1% | +23.1% | +24.7% |
| YTD | +3.8% | +117.0% | -113.3% | +2.0% |
| 1Y | +36.3% | +313.9% | -277.5% | +32.2% |
| 3Y | +116.3% | +2,327.9% | -2,211.6% | +98.6% |
| 5Y | +28.2% | +1,040.6% | -1,012.5% | +19.0% |
| 10Y | -3.4% | +3,219.4% | -3,222.8% | -8.0% |
| All | -3.4% | +3,219.4% | -3,222.8% | -8.0% |
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 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