+162.7%
O vs ALM
+3,798.4%
-3,635.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | +0.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +10.3% | -26.1% | +36.4% | +10.4% |
| 3M | -3.5% | -38.1% | +34.7% | -3.3% |
| 6M | -1.3% | -55.4% | +54.1% | -1.1% |
| YTD | +10.3% | -0.4% | +10.7% | +10.2% |
| 1Y | +10.4% | +25.4% | -15.0% | +10.2% |
| 3Y | +40.0% | +907.8% | -867.8% | +38.6% |
| 5Y | +12.4% | +440.2% | -427.8% | +11.3% |
| 10Y | +78.2% | +2,031.1% | -1,952.9% | +75.7% |
| All | +162.7% | +3,798.4% | -3,635.7% | +156.1% |
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