+696.9%
P vs ALM
+3,082.3%
-2,385.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.7% |
| 7D | +5.0% | +3.6% | +1.4% | +4.7% |
| 30D | -0.9% | +33.8% | -34.7% | -3.2% |
| 3M | +38.7% | +14.8% | +23.9% | +36.7% |
| 6M | +54.4% | -7.0% | +61.3% | +53.1% |
| YTD | +44.8% | +108.1% | -63.2% | +36.3% |
| 1Y | +22.5% | +313.8% | -291.2% | +10.3% |
| 3Y | +148.2% | +2,227.6% | -2,079.4% | +97.0% |
| 5Y | +268.9% | +956.6% | -687.7% | +201.2% |
| 10Y | +696.9% | +3,082.3% | -2,385.4% | +468.4% |
| All | +696.9% | +3,082.3% | -2,385.4% | +468.4% |
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 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