+27.4%
M vs ALM
+951.0%
-923.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.6% |
| 7D | +4.7% | -2.6% | +7.3% | +4.8% |
| 30D | -9.6% | +32.0% | -41.6% | -10.5% |
| 3M | +0.9% | -15.0% | +15.9% | +0.9% |
| 6M | +22.3% | -10.1% | +32.4% | +21.8% |
| YTD | +6.5% | +99.4% | -92.9% | +3.8% |
| 1Y | +38.8% | +316.4% | -277.6% | +31.4% |
| 3Y | +115.9% | +2,022.0% | -1,906.1% | +78.0% |
| All | +27.4% | +951.0% | -923.6% | +11.6% |
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