+455.3%
PL vs ALM
+825.4%
-370.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.1% | +8.2% | +9.8% |
| 7D | -6.8% | -6.7% | -0.2% | -4.9% |
| 30D | -29.3% | -32.9% | +3.6% | -20.9% |
| 3M | -44.8% | -39.5% | -5.3% | -37.5% |
| 6M | -68.4% | -62.0% | -6.4% | -59.6% |
| YTD | -36.4% | -7.8% | -28.5% | -34.5% |
| 1Y | +0.7% | +26.7% | -26.0% | -4.1% |
| 3Y | +455.3% | +825.4% | -370.0% | +238.6% |
| All | +455.3% | +825.4% | -370.0% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling