+403.1%
PL vs ALM
+806.0%
-402.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.6% | -0.6% | -7.4% |
| 7D | -20.5% | -14.5% | -6.0% | -16.9% |
| 30D | -38.8% | -39.0% | +0.3% | -29.8% |
| 3M | -49.1% | -40.3% | -8.9% | -42.2% |
| 6M | -69.4% | -60.3% | -9.1% | -61.2% |
| YTD | -42.3% | -9.8% | -32.6% | -40.3% |
| 1Y | -14.2% | +30.8% | -44.9% | -18.9% |
| All | +403.1% | +806.0% | -402.9% | +208.5% |
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 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