+191.9%
NI vs ALM
+1,942.8%
-1,750.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.7% |
| 7D | +3.1% | -4.0% | +7.1% | +3.1% |
| 30D | +11.2% | -30.5% | +41.7% | +11.6% |
| 3M | +9.8% | -46.9% | +56.7% | +10.6% |
| 6M | -1.6% | -65.5% | +63.9% | -0.6% |
| YTD | +12.6% | -13.4% | +26.0% | +12.3% |
| 1Y | +7.8% | +9.8% | -2.0% | +7.1% |
| 3Y | +100.5% | +783.1% | -682.6% | +93.1% |
| 5Y | +114.4% | +378.3% | -263.9% | +106.7% |
| All | +191.9% | +1,942.8% | -1,750.9% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling