+141.7%
NI vs ALM
+3,082.3%
-2,940.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.5% |
| 7D | +1.3% | +3.6% | -2.4% | +1.2% |
| 30D | -0.3% | +33.8% | -34.1% | -0.6% |
| 3M | -9.5% | +14.8% | -24.2% | -9.7% |
| 6M | -10.2% | -7.0% | -3.3% | -10.4% |
| YTD | +1.8% | +108.1% | -106.3% | +0.5% |
| 1Y | +5.7% | +313.8% | -308.1% | +3.2% |
| 3Y | +69.6% | +2,227.6% | -2,158.0% | +61.4% |
| 5Y | +95.8% | +956.6% | -860.9% | +86.8% |
| All | +141.7% | +3,082.3% | -2,940.6% | +131.6% |
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