+112.5%
NET vs ALM
+951.0%
-838.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -7.0% | -2.6% | -4.4% | -6.8% |
| 30D | -4.8% | +32.0% | -36.8% | -7.3% |
| 3M | +3.8% | -15.0% | +18.9% | +4.4% |
| 6M | +50.0% | -10.1% | +60.2% | +48.4% |
| YTD | +41.5% | +99.4% | -58.0% | +29.6% |
| 1Y | +32.8% | +316.4% | -283.5% | +12.8% |
| 3Y | +335.9% | +2,022.0% | -1,686.1% | +213.8% |
| All | +112.5% | +951.0% | -838.5% | +54.9% |
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