+162.6%
PM vs ALM
+410.2%
-247.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.6% | +1.1% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | -3.2% | -19.3% | +16.1% | -3.0% |
| 3M | +6.2% | -40.6% | +46.9% | +6.8% |
| 6M | +7.7% | -57.9% | +65.6% | +8.8% |
| YTD | +27.3% | -6.7% | +34.0% | +25.4% |
| 1Y | +32.8% | +20.2% | +12.6% | +29.7% |
| 3Y | +150.0% | +879.4% | -729.4% | +126.2% |
| All | +162.6% | +410.2% | -247.7% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling