+1,449.6%
NET vs ALM
+1,265.2%
+184.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -7.0% | -2.6% | -4.4% | -6.8% |
| 30D | -4.8% | +32.0% | -36.8% | -6.4% |
| 3M | +3.8% | -15.0% | +18.9% | +4.2% |
| 6M | +50.0% | -10.1% | +60.2% | +49.1% |
| YTD | +41.5% | +99.4% | -58.0% | +34.4% |
| 1Y | +32.8% | +316.4% | -283.5% | +21.1% |
| 3Y | +335.9% | +2,022.0% | -1,686.1% | +271.5% |
| 5Y | +113.8% | +941.2% | -827.4% | +83.3% |
| All | +1,449.6% | +1,265.2% | +184.4% | +1,336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling