+14.4%
PL vs ALM
+14.3%
+0.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +2.1% |
| 7D | +5.6% | -6.3% | +12.0% | +8.6% |
| 30D | -16.9% | -31.4% | +14.5% | -4.4% |
| 3M | -38.2% | -40.6% | +2.4% | -27.0% |
| 6M | -63.4% | -58.6% | -4.8% | -50.6% |
| YTD | -27.6% | -7.6% | -20.0% | -17.2% |
| All | +14.4% | +14.3% | +0.1% | +26.3% |
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