+3.2%
MSFT vs ALM
+7.9%
-4.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.7% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | -3.8% | -30.5% | +26.7% | -2.0% |
| 3M | +6.4% | -46.9% | +53.3% | +9.2% |
| 6M | +28.8% | -65.5% | +94.3% | +34.1% |
| YTD | +8.8% | -13.4% | +22.2% | +3.2% |
| 1Y | +3.2% | +9.8% | -6.6% | -5.7% |
| All | +3.2% | +7.9% | -4.8% | -5.7% |
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 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