-7.1%
M vs ALM
+2,084.7%
-2,091.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | -3.3% | -7.2% | +3.9% | -3.2% |
| 30D | +8.1% | -26.4% | +34.4% | +8.7% |
| 3M | +2.2% | -38.6% | +40.8% | +3.0% |
| 6M | +35.1% | -61.0% | +96.1% | +37.1% |
| YTD | +15.8% | -7.4% | +23.2% | +15.4% |
| 1Y | +25.8% | +14.0% | +11.9% | +24.8% |
| 3Y | +156.2% | +844.4% | -688.2% | +138.3% |
| 5Y | -2.4% | +410.8% | -413.2% | -8.6% |
| 10Y | -7.1% | +2,084.7% | -2,091.9% | -12.1% |
| All | -7.1% | +2,084.7% | -2,091.9% | -12.1% |
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