-48.8%
S vs ALM
+311.5%
-360.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -13.4% | -6.7% | -6.8% | -13.1% |
| 30D | -14.0% | -32.9% | +18.9% | -12.4% |
| 3M | +4.9% | -39.5% | +44.4% | +6.7% |
| 6M | +42.0% | -62.0% | +104.0% | +47.1% |
| YTD | +45.1% | -7.8% | +53.0% | +41.6% |
| 1Y | +33.1% | +26.7% | +6.4% | +27.1% |
| 3Y | +40.6% | +825.4% | -784.7% | +15.4% |
| 5Y | -67.5% | +401.2% | -468.7% | -72.9% |
| All | -48.8% | +311.5% | -360.3% | -55.9% |
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