-10.3%
M vs ALM
+396.4%
-406.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -4.7% |
| 7D | -4.3% | -6.7% | +2.4% | -4.1% |
| 30D | +1.3% | -32.9% | +34.2% | +2.4% |
| 3M | -7.4% | -39.5% | +32.1% | -6.3% |
| 6M | +18.3% | -62.0% | +80.3% | +21.0% |
| YTD | +7.6% | -7.8% | +15.4% | +7.0% |
| 1Y | +17.4% | +26.7% | -9.3% | +15.3% |
| 3Y | +108.4% | +825.4% | -717.0% | +76.3% |
| All | -10.3% | +396.4% | -406.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling