+233.7%
RNG vs ALM
+2,100.8%
-1,867.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.7% |
| 7D | +4.6% | +1.2% | +3.4% | +4.6% |
| 30D | +0.4% | -19.3% | +19.8% | +0.6% |
| 3M | +11.4% | -40.6% | +52.1% | +11.9% |
| 6M | +95.7% | -57.9% | +153.6% | +97.3% |
| YTD | +162.9% | -6.7% | +169.6% | +160.5% |
| 1Y | +180.3% | +20.2% | +160.1% | +176.2% |
| 3Y | +188.3% | +879.4% | -691.1% | +173.2% |
| 5Y | -72.5% | +415.3% | -487.8% | -73.9% |
| All | +233.7% | +2,100.8% | -1,867.1% | +247.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling