+10.3%
P vs ALM
+12.3%
-2.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | +0.7% |
| 7D | -13.3% | -6.3% | -7.0% | -12.0% |
| 30D | -34.0% | -31.4% | -2.6% | -29.2% |
| 3M | +4.1% | -40.6% | +44.7% | +12.7% |
| 6M | +30.5% | -58.6% | +89.1% | +47.8% |
| YTD | +52.2% | -7.6% | +59.8% | +38.3% |
| 1Y | +10.3% | +13.8% | -3.6% | -7.8% |
| All | +10.3% | +12.3% | -2.0% | -7.8% |
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 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