+156.2%
M vs ALM
+836.8%
-680.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.0% |
| 7D | +0.6% | -4.0% | +4.6% | +0.6% |
| 30D | +7.0% | -30.5% | +37.5% | +7.2% |
| 3M | +3.1% | -46.9% | +50.1% | +3.5% |
| 6M | +33.5% | -65.5% | +99.0% | +33.8% |
| YTD | +13.4% | -13.4% | +26.8% | +14.8% |
| 1Y | +22.4% | +9.8% | +12.6% | +24.1% |
| All | +156.2% | +836.8% | -680.5% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling