+42.1%
RF vs ALM
+396.4%
-354.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -0.9% | -6.7% | +5.8% | -0.6% |
| 30D | +6.0% | -32.9% | +38.9% | +7.6% |
| 3M | -8.9% | -39.5% | +30.6% | -7.4% |
| 6M | +2.3% | -62.0% | +64.3% | +5.6% |
| YTD | +7.6% | -7.8% | +15.4% | +6.4% |
| 1Y | +21.2% | +26.7% | -5.5% | +18.2% |
| 3Y | +108.5% | +825.4% | -716.8% | +84.4% |
| All | +42.1% | +396.4% | -354.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling