-69.7%
RAM vs ALM
-49.8%
-19.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.2% | -11.5% | -11.5% |
| 7D | -31.3% | -6.4% | -24.9% | -26.0% |
| 30D | -49.4% | -35.0% | -14.4% | -21.1% |
| 3M | -41.4% | -33.8% | -7.6% | -18.6% |
| All | -69.7% | -49.8% | -19.9% | -40.9% |
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 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 · Available span rolling