+503.3%
NI vs ALM
+3,525.2%
-3,021.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +0.6% | -7.2% | +7.7% | +0.6% |
| 30D | +11.2% | -26.4% | +37.6% | +11.3% |
| 3M | +9.2% | -38.6% | +47.8% | +9.2% |
| 6M | -1.8% | -61.0% | +59.2% | -1.7% |
| YTD | +12.0% | -7.4% | +19.4% | +12.0% |
| 1Y | +6.4% | +14.0% | -7.5% | +6.4% |
| 3Y | +99.4% | +844.4% | -745.1% | +98.6% |
| 5Y | +113.1% | +410.8% | -297.7% | +112.3% |
| 10Y | +192.3% | +2,084.7% | -1,892.5% | +190.6% |
| All | +503.3% | +3,525.2% | -3,021.9% | +496.6% |
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 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