+357.3%
RL vs ALM
+2,022.9%
-1,665.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.4% |
| 7D | -4.2% | -6.7% | +2.5% | -3.9% |
| 30D | +4.3% | -32.9% | +37.2% | +5.4% |
| 3M | -4.6% | -39.5% | +34.9% | -3.4% |
| 6M | +1.7% | -62.0% | +63.7% | +4.0% |
| YTD | +7.3% | -7.8% | +15.2% | +7.0% |
| 1Y | +20.8% | +26.7% | -5.9% | +19.3% |
| 3Y | +247.0% | +825.4% | -578.4% | +226.2% |
| 5Y | +225.5% | +401.2% | -175.8% | +206.5% |
| All | +357.3% | +2,022.9% | -1,665.6% | +336.4% |
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