-44.9%
S vs ALM
+312.5%
-357.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | 0.0% |
| 7D | +1.4% | -6.3% | +7.7% | +1.7% |
| 30D | -10.8% | -31.4% | +20.6% | -9.3% |
| 3M | +5.4% | -40.6% | +46.0% | +7.4% |
| 6M | +41.2% | -58.6% | +99.9% | +45.7% |
| YTD | +56.2% | -7.6% | +63.8% | +52.4% |
| 1Y | +36.3% | +13.8% | +22.5% | +31.0% |
| 3Y | +49.4% | +842.1% | -792.7% | +22.5% |
| 5Y | -66.9% | +407.4% | -474.3% | -72.5% |
| All | -44.9% | +312.5% | -357.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling