+13.6%
RL vs ALM
+347.8%
-334.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -1.6% |
| 7D | +1.9% | +8.4% | -6.5% | +1.4% |
| 30D | -12.2% | +34.8% | -47.0% | -13.9% |
| 3M | -6.6% | +16.2% | -22.9% | -8.0% |
| 6M | +3.2% | +2.1% | +1.0% | +1.5% |
| YTD | -1.3% | +117.0% | -118.3% | -4.2% |
| 1Y | +13.6% | +313.9% | -300.3% | +5.5% |
| All | +13.6% | +347.8% | -334.2% | +5.5% |
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