+4.6%
MKTX vs ALM
+2,589.2%
-2,584.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.5% | +0.1% |
| 7D | -0.2% | -11.8% | +11.6% | 0.0% |
| 30D | +0.7% | +7.8% | -7.1% | +0.5% |
| 3M | +40.8% | -9.3% | +50.1% | +40.7% |
| 6M | -8.0% | -30.5% | +22.5% | -7.8% |
| YTD | -8.7% | +75.8% | -84.6% | -10.5% |
| 1Y | -11.8% | +241.2% | -253.0% | -15.0% |
| 3Y | -24.0% | +1,872.6% | -1,896.7% | -31.2% |
| 5Y | -60.3% | +849.6% | -909.9% | -63.6% |
| All | +4.6% | +2,589.2% | -2,584.7% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling