+110.1%
NI vs ALM
+395.6%
-285.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.7% |
| 7D | +1.5% | -6.3% | +7.8% | +1.6% |
| 30D | +11.9% | -31.4% | +43.3% | +12.8% |
| 3M | +9.1% | -40.6% | +49.7% | +10.2% |
| 6M | -1.8% | -58.6% | +56.9% | -0.3% |
| YTD | +11.4% | -7.6% | +19.0% | +10.3% |
| 1Y | +6.4% | +13.8% | -7.5% | +4.6% |
| 3Y | +98.2% | +842.1% | -743.9% | +78.3% |
| 5Y | +110.1% | +407.4% | -297.3% | +91.8% |
| All | +110.1% | +395.6% | -285.5% | +91.8% |
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