+29.7%
PM vs ALM
+12.3%
+17.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +0.3% |
| 7D | -6.6% | -6.3% | -0.3% | -6.8% |
| 30D | -3.4% | -31.4% | +28.0% | -4.7% |
| 3M | +5.3% | -40.6% | +45.9% | +3.6% |
| 6M | +15.5% | -58.6% | +74.2% | +13.5% |
| YTD | +24.3% | -7.6% | +31.9% | +27.7% |
| 1Y | +29.7% | +13.8% | +15.9% | +33.8% |
| All | +29.7% | +12.3% | +17.4% | +33.8% |
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