+388.7%
RF vs ALM
+3,431.9%
-3,043.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.4% | -2.1% |
| 7D | -1.6% | -14.5% | +12.9% | -1.6% |
| 30D | +5.0% | -39.0% | +44.1% | +5.3% |
| 3M | -10.0% | -40.3% | +30.3% | -9.8% |
| 6M | +3.3% | -60.3% | +63.6% | +3.7% |
| YTD | +7.9% | -9.8% | +17.7% | +7.8% |
| 1Y | +21.2% | +30.8% | -9.5% | +20.9% |
| 3Y | +105.8% | +772.4% | -666.6% | +102.9% |
| 5Y | +43.7% | +390.7% | -347.0% | +41.8% |
| 10Y | +289.4% | +2,028.5% | -1,739.1% | +280.5% |
| All | +388.7% | +3,431.9% | -3,043.2% | +367.5% |
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