+423.3%
RF vs ALM
+7,705.7%
-7,282.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | -3.6% | +32.0% | -35.6% | -3.8% |
| 3M | +8.1% | -15.0% | +23.1% | +8.1% |
| 6M | +11.5% | -10.1% | +21.6% | +11.4% |
| YTD | +15.6% | +99.4% | -83.9% | +15.0% |
| 1Y | +15.7% | +316.4% | -300.7% | +14.7% |
| 3Y | +86.9% | +2,022.0% | -1,935.1% | +83.4% |
| 5Y | +89.8% | +941.2% | -851.4% | +86.6% |
| 10Y | +344.7% | +2,950.3% | -2,605.7% | +333.4% |
| All | +423.3% | +7,705.7% | -7,282.5% | +398.7% |
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 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