+373.0%
RL vs ALM
+2,221.4%
-1,848.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.2% | +5.6% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +7.3% | -26.1% | +33.4% | +8.2% |
| 3M | +1.0% | -38.1% | +39.2% | +2.2% |
| 6M | +11.8% | -55.4% | +67.2% | +13.7% |
| YTD | +13.6% | -0.4% | +14.0% | +13.0% |
| 1Y | +24.0% | +25.4% | -1.3% | +22.5% |
| 3Y | +256.6% | +907.8% | -651.2% | +234.9% |
| 5Y | +240.2% | +440.2% | -199.9% | +220.1% |
| 10Y | +373.0% | +2,031.1% | -1,658.2% | +354.1% |
| All | +373.0% | +2,221.4% | -1,848.5% | +354.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling