+686.6%
P vs ALM
+2,022.9%
-1,336.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.4% |
| 7D | -23.8% | -6.7% | -17.1% | -23.3% |
| 30D | -36.6% | -32.9% | -3.7% | -34.7% |
| 3M | +10.9% | -39.5% | +50.4% | +14.5% |
| 6M | +30.0% | -62.0% | +92.0% | +37.8% |
| YTD | +44.4% | -7.8% | +52.2% | +43.8% |
| 1Y | +3.9% | +26.7% | -22.7% | +1.4% |
| 3Y | +176.6% | +825.4% | -648.8% | +135.0% |
| 5Y | +249.3% | +401.2% | -152.0% | +200.7% |
| All | +686.6% | +2,022.9% | -1,336.3% | +487.7% |
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