+17.5%
P vs ALM
+44.8%
-27.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.1% | -5.2% |
| 7D | -19.4% | -6.4% | -13.0% | -18.4% |
| 30D | -22.3% | -35.0% | +12.7% | -16.8% |
| 3M | +33.2% | -33.8% | +67.0% | +40.2% |
| 6M | +53.6% | -55.0% | +108.7% | +69.4% |
| YTD | +66.8% | -0.2% | +67.0% | +53.2% |
| 1Y | +17.5% | +41.8% | -24.2% | -6.0% |
| All | +17.5% | +44.8% | -27.3% | -6.0% |
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