+8.9%
O vs ALM
+347.8%
-338.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.4% |
| 7D | -0.6% | +8.4% | -9.0% | -0.6% |
| 30D | -2.0% | +34.8% | -36.8% | -2.0% |
| 3M | +3.0% | +16.2% | -13.2% | +3.0% |
| 6M | -3.6% | +2.1% | -5.8% | -3.4% |
| YTD | +12.1% | +117.0% | -105.0% | +12.0% |
| 1Y | +8.9% | +313.9% | -305.0% | +9.9% |
| All | +8.9% | +347.8% | -338.9% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling