+306.1%
PM vs ALM
+3,507.4%
-3,201.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | -5.2% | -6.7% | +1.4% | -5.2% |
| 30D | +2.7% | -32.9% | +35.6% | +2.8% |
| 3M | +5.2% | -39.5% | +44.7% | +5.3% |
| 6M | +17.0% | -62.0% | +79.0% | +17.2% |
| YTD | +25.5% | -7.8% | +33.3% | +25.4% |
| 1Y | +35.5% | +26.7% | +8.8% | +35.2% |
| 3Y | +143.9% | +825.4% | -681.4% | +141.9% |
| 5Y | +161.8% | +401.2% | -239.4% | +159.7% |
| 10Y | +235.9% | +2,074.0% | -1,838.1% | +231.7% |
| All | +306.1% | +3,507.4% | -3,201.4% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling