+167.1%
P vs ALM
+806.0%
-638.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.6% | -6.8% | -15.3% |
| 7D | -31.9% | -14.5% | -17.4% | -30.5% |
| 30D | -36.5% | -39.0% | +2.5% | -33.1% |
| 3M | +11.6% | -40.3% | +51.9% | +17.1% |
| 6M | +25.2% | -60.3% | +85.5% | +35.5% |
| YTD | +39.4% | -9.8% | +49.2% | +39.8% |
| 1Y | -3.7% | +30.8% | -34.4% | -6.3% |
| All | +167.1% | +806.0% | -638.9% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling