+39.1%
O vs ALM
+909.2%
-870.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.5% | -0.8% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +7.1% | -19.3% | +26.5% | +7.3% |
| 3M | -5.2% | -40.6% | +35.4% | -4.9% |
| 6M | -1.8% | -57.9% | +56.1% | -1.2% |
| YTD | +9.1% | -6.7% | +15.8% | +9.1% |
| 1Y | +9.7% | +20.2% | -10.5% | +9.4% |
| 3Y | +39.1% | +879.4% | -840.3% | +33.3% |
| All | +39.1% | +909.2% | -870.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling