+39.5%
PL vs ALM
+305.0%
-265.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.4% | -2.3% |
| 7D | +10.0% | +1.2% | +8.8% | +9.7% |
| 30D | -2.3% | -19.3% | +17.1% | +2.3% |
| 3M | -44.2% | -40.6% | -3.6% | -38.4% |
| 6M | -66.1% | -57.9% | -8.2% | -59.8% |
| YTD | -30.0% | -6.7% | -23.3% | -28.0% |
| 1Y | +21.0% | +20.2% | +0.9% | +18.9% |
| 3Y | +516.5% | +879.4% | -362.9% | +358.4% |
| 5Y | +32.0% | +415.3% | -383.3% | +1.4% |
| All | +39.5% | +305.0% | -265.5% | +7.5% |
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 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