+0.5%
M vs ALM
+2,221.4%
-2,220.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | 0.0% | +7.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +10.1% | -26.1% | +36.1% | +10.6% |
| 3M | -0.9% | -38.1% | +37.2% | -0.2% |
| 6M | +30.2% | -55.4% | +85.6% | +31.6% |
| YTD | +16.3% | -0.4% | +16.7% | +15.8% |
| 1Y | +27.0% | +25.4% | +1.6% | +25.8% |
| 3Y | +154.5% | +907.8% | -753.3% | +137.4% |
| 5Y | -1.1% | +440.2% | -441.2% | -7.1% |
| 10Y | +0.5% | +2,031.1% | -2,030.7% | -2.5% |
| All | +0.5% | +2,221.4% | -2,220.9% | -2.5% |
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