+449.6%
P vs ALM
+842.2%
-392.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.6% | -6.8% | -15.7% |
| 7D | -31.9% | -14.5% | -17.4% | -31.1% |
| 30D | -36.5% | -39.0% | +2.5% | -34.3% |
| 3M | +11.6% | -40.3% | +51.9% | +15.1% |
| 6M | +25.2% | -60.3% | +85.5% | +31.9% |
| YTD | +39.4% | -9.8% | +49.2% | +39.2% |
| 1Y | -3.7% | +30.8% | -34.4% | -6.0% |
| 3Y | +167.3% | +772.4% | -605.2% | +131.1% |
| 5Y | +237.3% | +390.7% | -153.4% | +194.5% |
| 10Y | +698.6% | +2,028.5% | -1,329.9% | +527.7% |
| All | +449.6% | +842.2% | -392.6% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling