+20.7%
RL vs ALM
+12.3%
+8.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.7% |
| 7D | +1.3% | -6.3% | +7.7% | +1.7% |
| 30D | +7.6% | -31.4% | +39.1% | +9.7% |
| 3M | -1.5% | -40.6% | +39.1% | +0.6% |
| 6M | +12.1% | -58.6% | +70.7% | +16.1% |
| YTD | +13.9% | -7.6% | +21.5% | +18.7% |
| 1Y | +20.7% | +13.8% | +6.8% | +26.4% |
| All | +20.7% | +12.3% | +8.4% | +26.4% |
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 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