+11.2%
P vs ALM
+21.0%
-9.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +4.6% |
| 7D | -9.6% | +0.7% | -10.4% | -9.5% |
| 30D | -33.4% | -26.1% | -7.4% | -29.7% |
| 3M | +14.2% | -38.1% | +52.3% | +22.5% |
| 6M | +31.6% | -55.4% | +87.0% | +46.8% |
| YTD | +53.5% | -0.4% | +53.9% | +37.3% |
| All | +11.2% | +21.0% | -9.8% | -8.4% |
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