+29.1%
Q vs ALM
+19.2%
+9.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.3% |
| 7D | +11.5% | -4.0% | +15.5% | +12.7% |
| 30D | -0.2% | -30.5% | +30.3% | +9.4% |
| 3M | -13.6% | -46.9% | +33.3% | +0.1% |
| 6M | -27.0% | -65.5% | +38.5% | -8.0% |
| YTD | +50.5% | -13.4% | +63.9% | +61.6% |
| 1Y | +33.8% | +9.8% | +24.0% | +35.8% |
| All | +29.1% | +19.2% | +9.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling