+7.9%
S vs ALM
+311.5%
-303.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -7.7% | -2.6% | -5.1% | -7.6% |
| 30D | -5.3% | +32.0% | -37.3% | -6.1% |
| 3M | +20.3% | -15.0% | +35.3% | +21.2% |
| 6M | +47.4% | -10.1% | +57.5% | +45.8% |
| YTD | +32.5% | +99.4% | -66.9% | +24.3% |
| All | +7.9% | +311.5% | -303.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling