-4.4%
ON vs ALM
+825.4%
-829.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | -11.7% | -6.7% | -5.0% | -11.0% |
| 30D | -23.3% | -32.9% | +9.6% | -20.4% |
| 3M | -19.2% | -39.5% | +20.3% | -15.8% |
| 6M | -40.1% | -62.0% | +21.8% | -36.0% |
| YTD | +16.9% | -7.8% | +24.7% | +20.2% |
| 1Y | +29.7% | +26.7% | +3.1% | +31.8% |
| 3Y | -4.4% | +825.4% | -829.8% | -13.4% |
| All | -4.4% | +825.4% | -829.8% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling