-0.4%
PL vs ALM
+44.8%
-45.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.8% |
| 7D | -11.7% | -6.4% | -5.3% | -9.6% |
| 30D | -27.1% | -35.0% | +7.9% | -15.2% |
| 3M | -44.6% | -33.8% | -10.8% | -37.5% |
| 6M | -67.2% | -55.0% | -12.2% | -57.2% |
| YTD | -35.9% | -0.2% | -35.6% | -28.1% |
| 1Y | -0.4% | +41.8% | -42.2% | +4.9% |
| All | -0.4% | +44.8% | -45.2% | +4.9% |
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