-54.3%
S vs ALM
+869.0%
-923.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -2.7% |
| 7D | -5.8% | +8.4% | -14.2% | -6.2% |
| 30D | -9.2% | +34.8% | -44.0% | -10.6% |
| 3M | +23.4% | +16.2% | +7.1% | +21.8% |
| 6M | +36.9% | +2.1% | +34.8% | +35.0% |
| YTD | +29.5% | +117.0% | -87.5% | +21.9% |
| 1Y | +5.4% | +313.9% | -308.4% | -5.1% |
| 3Y | +14.7% | +2,327.9% | -2,313.2% | -10.1% |
| 5Y | -71.5% | +1,040.6% | -1,112.2% | -76.9% |
| All | -54.3% | +869.0% | -923.2% | -62.0% |
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 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