-53.2%
S vs ALM
+790.4%
-843.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -7.7% | -2.6% | -5.1% | -7.6% |
| 30D | -5.3% | +32.0% | -37.3% | -6.8% |
| 3M | +20.3% | -15.0% | +35.3% | +20.7% |
| 6M | +47.4% | -10.1% | +57.5% | +46.3% |
| YTD | +32.5% | +99.4% | -66.9% | +25.3% |
| 1Y | +9.5% | +316.4% | -306.8% | -1.5% |
| 3Y | +15.5% | +2,022.0% | -2,006.5% | -8.9% |
| 5Y | -71.2% | +941.2% | -1,012.4% | -76.5% |
| All | -53.2% | +790.4% | -843.6% | -61.0% |
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 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