+535.7%
ON vs ALM
+2,040.7%
-1,505.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +8.0% | +1.2% |
| 7D | -4.1% | -6.3% | +2.2% | -3.6% |
| 30D | -10.2% | -31.4% | +21.2% | -7.9% |
| 3M | -12.7% | -40.6% | +27.8% | -9.9% |
| 6M | -32.5% | -58.6% | +26.1% | -29.1% |
| YTD | +28.6% | -7.6% | +36.2% | +29.0% |
| 1Y | +43.4% | +13.8% | +29.6% | +42.2% |
| 3Y | +3.3% | +842.1% | -838.8% | -11.6% |
| 5Y | +22.5% | +407.4% | -384.9% | +6.3% |
| 10Y | +535.7% | +2,079.4% | -1,543.7% | +394.1% |
| All | +535.7% | +2,040.7% | -1,505.0% | +394.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling