+3.9%
P vs ALM
+31.8%
-27.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | -23.8% | -6.7% | -17.1% | -22.6% |
| 30D | -36.6% | -32.9% | -3.7% | -31.9% |
| 3M | +10.9% | -39.5% | +50.4% | +19.3% |
| 6M | +30.0% | -62.0% | +92.0% | +48.6% |
| YTD | +44.4% | -7.8% | +52.2% | +33.3% |
| 1Y | +3.9% | +26.7% | -22.7% | -16.9% |
| All | +3.9% | +31.8% | -27.9% | -16.9% |
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