+21.7%
P vs ALM
+14.6%
+7.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -4.7% | -7.2% | +2.5% | -3.0% |
| 30D | -31.4% | -26.4% | -5.1% | -27.3% |
| 3M | -2.6% | -38.6% | +36.0% | +4.8% |
| 6M | +21.9% | -61.0% | +82.9% | +39.4% |
| YTD | +58.9% | -7.4% | +66.3% | +44.8% |
| 1Y | +21.7% | +14.0% | +7.8% | +2.3% |
| All | +21.7% | +14.6% | +7.1% | +2.3% |
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