+44.1%
PL vs ALM
+301.1%
-256.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +0.9% |
| 7D | +5.6% | -6.3% | +12.0% | +7.3% |
| 30D | -16.9% | -31.4% | +14.5% | -9.9% |
| 3M | -38.2% | -40.6% | +2.4% | -31.7% |
| 6M | -63.4% | -58.6% | -4.8% | -56.6% |
| YTD | -27.6% | -7.6% | -20.0% | -25.4% |
| 1Y | +6.6% | +13.8% | -7.3% | +5.8% |
| 3Y | +557.6% | +842.1% | -284.5% | +391.2% |
| 5Y | +39.5% | +407.4% | -367.9% | +7.5% |
| All | +44.1% | +301.1% | -256.9% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling