-7.5%
MKTX vs ALM
+318.3%
-325.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +1.1% | +32.0% | -30.9% | +0.8% |
| 3M | +36.1% | -15.0% | +51.1% | +35.2% |
| 6M | -12.9% | -10.1% | -2.7% | -13.5% |
| YTD | -8.5% | +99.4% | -108.0% | -8.4% |
| 1Y | -7.5% | +316.4% | -323.9% | -7.2% |
| All | -7.5% | +318.3% | -325.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling