+281.3%
P vs ALM
+951.0%
-669.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +6.5% | -2.6% | +9.1% | +6.8% |
| 30D | +18.8% | +32.0% | -13.2% | +15.6% |
| 3M | +26.7% | -15.0% | +41.8% | +27.3% |
| 6M | +62.2% | -10.1% | +72.3% | +60.8% |
| YTD | +48.5% | +99.4% | -50.9% | +38.7% |
| 1Y | +26.4% | +316.4% | -290.0% | +12.1% |
| 3Y | +159.4% | +2,022.0% | -1,862.6% | +105.6% |
| All | +281.3% | +951.0% | -669.7% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling