+634.6%
P vs ALM
+2,100.8%
-1,466.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -2.5% |
| 7D | +11.6% | +1.2% | +10.4% | +11.4% |
| 30D | -23.7% | -19.3% | -4.3% | -22.4% |
| 3M | -8.0% | -40.6% | +32.7% | -4.8% |
| 6M | +27.9% | -57.9% | +85.8% | +34.9% |
| YTD | +61.2% | -6.7% | +67.9% | +60.2% |
| 1Y | +28.6% | +20.2% | +8.4% | +25.7% |
| 3Y | +200.5% | +879.4% | -679.0% | +153.3% |
| 5Y | +282.9% | +415.3% | -132.3% | +227.7% |
| All | +634.6% | +2,100.8% | -1,466.2% | +429.2% |
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