+83.0%
PL vs ALM
+765.7%
-682.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.9% |
| 7D | -9.3% | -2.6% | -6.7% | -8.8% |
| 30D | -18.9% | +32.0% | -50.9% | -23.8% |
| 3M | -58.4% | -15.0% | -43.3% | -57.2% |
| 6M | -30.3% | -10.1% | -20.2% | -29.8% |
| YTD | -8.1% | +99.4% | -107.5% | -19.0% |
| 1Y | +180.5% | +316.4% | -135.9% | +119.5% |
| 3Y | +444.1% | +2,022.0% | -1,577.8% | +244.4% |
| 5Y | +83.0% | +941.2% | -858.2% | +20.7% |
| All | +83.0% | +765.7% | -682.7% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling