+32.6%
NET vs ALM
+431.5%
-399.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.7% |
| 7D | -16.4% | -6.4% | -10.0% | -15.8% |
| 30D | -25.8% | -35.0% | +9.1% | -23.1% |
| 3M | -11.5% | -33.8% | +22.3% | -8.9% |
| 6M | +18.9% | -55.0% | +73.9% | +25.3% |
| YTD | +35.2% | -0.2% | +35.4% | +31.1% |
| 1Y | +14.5% | +41.8% | -27.3% | +7.1% |
| 3Y | +313.8% | +864.6% | -550.8% | +221.7% |
| 5Y | +32.6% | +443.3% | -410.8% | +1.8% |
| All | +32.6% | +431.5% | -399.0% | +1.8% |
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