+444.5%
NI vs ALM
+7,705.7%
-7,261.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +2.0% | -2.6% | +4.6% | +2.0% |
| 30D | -3.5% | +32.0% | -35.5% | -3.6% |
| 3M | -9.1% | -15.0% | +5.9% | -9.1% |
| 6M | -11.8% | -10.1% | -1.7% | -11.9% |
| YTD | +1.1% | +99.4% | -98.3% | +1.0% |
| 1Y | +6.7% | +316.4% | -309.7% | +6.4% |
| 3Y | +71.1% | +2,022.0% | -1,950.9% | +70.2% |
| 5Y | +94.3% | +941.2% | -846.9% | +93.4% |
| 10Y | +135.8% | +2,950.3% | -2,814.6% | +134.3% |
| All | +444.5% | +7,705.7% | -7,261.3% | +437.9% |
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