+165.8%
PM vs ALM
+396.4%
-230.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | -5.2% | -6.7% | +1.4% | -5.1% |
| 30D | +2.7% | -32.9% | +35.6% | +3.2% |
| 3M | +5.2% | -39.5% | +44.7% | +5.7% |
| 6M | +17.0% | -62.0% | +79.0% | +18.5% |
| YTD | +25.5% | -7.8% | +33.3% | +23.7% |
| 1Y | +35.5% | +26.7% | +8.8% | +32.1% |
| 3Y | +143.9% | +825.4% | -681.4% | +121.0% |
| All | +165.8% | +396.4% | -230.6% | +138.7% |
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