+160.7%
O vs ALM
+3,507.4%
-3,346.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | +3.7% | -6.7% | +10.4% | +3.7% |
| 30D | +11.2% | -32.9% | +44.1% | +11.3% |
| 3M | -4.0% | -39.5% | +35.5% | -3.9% |
| 6M | -5.2% | -62.0% | +56.7% | -5.0% |
| YTD | +9.5% | -7.8% | +17.3% | +9.4% |
| 1Y | +10.6% | +26.7% | -16.1% | +10.4% |
| 3Y | +38.1% | +825.4% | -787.2% | +36.7% |
| 5Y | +10.2% | +401.2% | -391.0% | +9.2% |
| 10Y | +71.4% | +2,074.0% | -2,002.6% | +69.0% |
| All | +160.7% | +3,507.4% | -3,346.7% | +154.2% |
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