+54.8%
ON vs ALM
+318.3%
-263.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +2.4% | -2.6% | +5.0% | +2.9% |
| 30D | -3.3% | +32.0% | -35.3% | -7.7% |
| 3M | -43.6% | -15.0% | -28.5% | -43.4% |
| 6M | +19.0% | -10.1% | +29.1% | +16.7% |
| YTD | +37.4% | +99.4% | -62.1% | +29.4% |
| 1Y | +54.8% | +316.4% | -261.6% | +45.7% |
| All | +54.8% | +318.3% | -263.6% | +45.7% |
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