+18.9%
NET vs ALM
-58.2%
+77.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -23.6% |
| 3M | -11.5% | -33.8% | +22.3% | -9.5% |
| 6M | +18.9% | -55.0% | +73.9% | +26.3% |
| All | +18.9% | -58.2% | +77.1% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling