+30.7%
PM vs ALM
+15.4%
+15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | -7.1% | -7.2% | +0.1% | -7.3% |
| 30D | -2.8% | -26.4% | +23.6% | -3.8% |
| 3M | +6.3% | -38.6% | +44.9% | +4.6% |
| 6M | +9.6% | -61.0% | +70.6% | +7.7% |
| YTD | +25.6% | -7.4% | +33.0% | +29.4% |
| All | +30.7% | +15.4% | +15.3% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling