+268.2%
PM vs ALM
+1,942.8%
-1,674.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -2.4% | -4.0% | +1.6% | -2.4% |
| 30D | -1.3% | -30.5% | +29.2% | -0.7% |
| 3M | +6.5% | -46.9% | +53.4% | +7.5% |
| 6M | +7.0% | -65.5% | +72.5% | +8.8% |
| YTD | +25.8% | -13.4% | +39.2% | +24.6% |
| 1Y | +30.9% | +9.8% | +21.1% | +28.7% |
| 3Y | +148.0% | +783.1% | -635.2% | +128.2% |
| 5Y | +161.2% | +378.3% | -217.1% | +141.3% |
| All | +268.2% | +1,942.8% | -1,674.7% | +227.2% |
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