+19.3%
RL vs ALM
+14.6%
+4.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.4% | -7.2% | +2.8% | -3.9% |
| 30D | +5.6% | -26.4% | +31.9% | +7.2% |
| 3M | -0.6% | -38.6% | +38.0% | +1.3% |
| 6M | +15.5% | -61.0% | +76.5% | +20.0% |
| YTD | +12.3% | -7.4% | +19.7% | +17.0% |
| 1Y | +19.3% | +14.0% | +5.3% | +25.1% |
| All | +19.3% | +14.6% | +4.7% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling