+14.9%
O vs ALM
+951.0%
-936.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.7% | -2.6% | +1.9% | -0.7% |
| 30D | -1.9% | +32.0% | -33.9% | -2.4% |
| 3M | +3.8% | -15.0% | +18.9% | +4.0% |
| 6M | -4.7% | -10.1% | +5.4% | -4.9% |
| YTD | +12.5% | +99.4% | -87.0% | +10.1% |
| 1Y | +10.8% | +316.4% | -305.5% | +6.2% |
| 3Y | +28.8% | +2,022.0% | -1,993.2% | +12.4% |
| All | +14.9% | +951.0% | -936.1% | +2.3% |
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 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