+17.0%
PM vs ALM
-60.8%
+77.8%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.7% |
| 7D | -5.2% | -6.7% | +1.4% | -5.6% |
| 30D | +2.7% | -32.9% | +35.6% | -0.2% |
| 3M | +5.2% | -39.5% | +44.7% | +1.9% |
| 6M | +17.0% | -62.0% | +79.0% | +12.7% |
| All | +17.0% | -60.8% | +77.8% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling