+355.9%
RL vs ALM
+2,040.7%
-1,684.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.5% |
| 7D | +1.3% | -6.3% | +7.7% | +1.5% |
| 30D | +7.6% | -31.4% | +39.1% | +8.8% |
| 3M | -1.5% | -40.6% | +39.1% | -0.2% |
| 6M | +12.1% | -58.6% | +70.7% | +14.4% |
| YTD | +13.9% | -7.6% | +21.5% | +13.5% |
| 1Y | +20.7% | +13.8% | +6.8% | +19.4% |
| 3Y | +260.6% | +842.1% | -581.6% | +238.4% |
| 5Y | +248.9% | +407.4% | -158.5% | +228.1% |
| 10Y | +355.9% | +2,079.4% | -1,723.5% | +331.6% |
| All | +355.9% | +2,040.7% | -1,684.8% | +331.6% |
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