+29.8%
Q vs ALM
+21.0%
+8.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.2% | +4.6% |
| 7D | +8.4% | +0.7% | +7.7% | +8.3% |
| 30D | -1.2% | -26.1% | +24.9% | +7.1% |
| 3M | -9.3% | -38.1% | +28.8% | +1.7% |
| 6M | -15.0% | -55.4% | +40.4% | +2.4% |
| YTD | +53.5% | -0.4% | +53.9% | +50.9% |
| All | +29.8% | +21.0% | +8.8% | +18.7% |
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 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