+256.3%
RL vs ALM
+901.8%
-645.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.4% | -7.2% | +2.8% | -4.0% |
| 30D | +5.6% | -26.4% | +31.9% | +7.3% |
| 3M | -0.6% | -38.6% | +38.0% | +1.5% |
| 6M | +15.5% | -61.0% | +76.5% | +20.3% |
| YTD | +12.3% | -7.4% | +19.7% | +11.3% |
| 1Y | +19.3% | +14.0% | +5.3% | +16.7% |
| All | +256.3% | +901.8% | -645.5% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling