-3.4%
M vs ALM
+410.2%
-413.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.3% |
| 7D | +7.0% | +1.2% | +5.8% | +7.0% |
| 30D | +8.9% | -19.3% | +28.2% | +9.5% |
| 3M | +4.5% | -40.6% | +45.1% | +5.8% |
| 6M | +36.2% | -57.9% | +94.1% | +38.9% |
| YTD | +15.1% | -6.7% | +21.8% | +14.4% |
| 1Y | +27.4% | +20.2% | +7.3% | +25.4% |
| 3Y | +160.1% | +879.4% | -719.3% | +119.6% |
| All | -3.4% | +410.2% | -413.7% | -11.8% |
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