+183.7%
RL vs ALM
+3,289.7%
-3,106.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | +2.4% | -4.0% | +6.4% | +2.4% |
| 30D | +4.6% | -30.5% | +35.1% | +4.6% |
| 3M | -1.1% | -46.9% | +45.8% | -1.0% |
| 6M | +16.5% | -65.5% | +82.0% | +16.8% |
| YTD | +11.4% | -13.4% | +24.8% | +11.4% |
| 1Y | +16.1% | +9.8% | +6.3% | +16.0% |
| 3Y | +252.6% | +783.1% | -530.5% | +251.2% |
| 5Y | +244.9% | +378.3% | -133.4% | +243.6% |
| 10Y | +342.4% | +1,942.8% | -1,600.5% | +340.3% |
| All | +183.7% | +3,289.7% | -3,106.1% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling