-44.7%
S vs ALM
+344.7%
-389.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.1% | 0.0% | +7.6% |
| 7D | +1.6% | +0.7% | +0.8% | +1.5% |
| 30D | -10.5% | -26.1% | +15.6% | -9.3% |
| 3M | +9.9% | -38.1% | +48.0% | +11.7% |
| 6M | +41.8% | -55.4% | +97.2% | +45.7% |
| YTD | +56.8% | -0.4% | +57.2% | +52.4% |
| 1Y | +39.0% | +25.4% | +13.6% | +33.0% |
| 3Y | +53.8% | +907.8% | -853.9% | +25.7% |
| 5Y | -68.6% | +440.2% | -508.8% | -73.9% |
| All | -44.7% | +344.7% | -389.4% | -52.5% |
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 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