+655.3%
P vs ALM
+2,084.7%
-1,429.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -4.7% | -7.2% | +2.5% | -4.1% |
| 30D | -31.4% | -26.4% | -5.1% | -29.8% |
| 3M | -2.6% | -38.6% | +36.0% | +0.6% |
| 6M | +21.9% | -61.0% | +82.9% | +29.2% |
| YTD | +58.9% | -7.4% | +66.3% | +58.2% |
| 1Y | +21.7% | +14.0% | +7.8% | +19.5% |
| 3Y | +193.3% | +844.4% | -651.1% | +148.0% |
| 5Y | +275.1% | +410.8% | -135.7% | +221.4% |
| 10Y | +655.3% | +2,084.7% | -1,429.4% | +445.8% |
| All | +655.3% | +2,084.7% | -1,429.4% | +445.8% |
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