+272.5%
PM vs ALM
+2,100.8%
-1,828.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.6% | +1.0% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | -3.2% | -19.3% | +16.1% | -2.9% |
| 3M | +6.2% | -40.6% | +46.9% | +7.0% |
| 6M | +7.7% | -57.9% | +65.6% | +9.0% |
| YTD | +27.3% | -6.7% | +34.0% | +25.9% |
| 1Y | +32.8% | +20.2% | +12.6% | +30.3% |
| 3Y | +150.0% | +879.4% | -729.4% | +129.7% |
| 5Y | +164.2% | +415.3% | -251.0% | +143.8% |
| All | +272.5% | +2,100.8% | -1,828.3% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling