+11.1%
PL vs ALM
+390.7%
-379.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.6% | -0.6% | -8.0% |
| 7D | -20.5% | -14.5% | -6.0% | -17.7% |
| 30D | -38.8% | -39.0% | +0.3% | -31.8% |
| 3M | -49.1% | -40.3% | -8.9% | -43.7% |
| 6M | -69.4% | -60.3% | -9.1% | -63.1% |
| YTD | -42.3% | -9.8% | -32.6% | -40.3% |
| 1Y | -14.2% | +30.8% | -44.9% | -16.9% |
| 3Y | +398.7% | +772.4% | -373.7% | +267.2% |
| 5Y | +11.1% | +390.7% | -379.6% | -14.0% |
| All | +11.1% | +390.7% | -379.6% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling