+250.9%
PM vs ALM
+2,040.7%
-1,789.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +0.7% |
| 7D | -6.6% | -6.3% | -0.3% | -6.5% |
| 30D | -3.4% | -31.4% | +28.0% | -2.9% |
| 3M | +5.3% | -40.6% | +45.9% | +6.1% |
| 6M | +15.5% | -58.6% | +74.2% | +17.0% |
| YTD | +24.3% | -7.6% | +31.9% | +22.9% |
| 1Y | +29.7% | +13.8% | +15.9% | +27.5% |
| 3Y | +144.9% | +842.1% | -697.2% | +125.2% |
| 5Y | +159.0% | +407.4% | -248.4% | +139.1% |
| 10Y | +250.9% | +2,079.4% | -1,828.5% | +210.9% |
| All | +250.9% | +2,040.7% | -1,789.8% | +210.9% |
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