-46.8%
SITM vs ALM
-62.1%
+15.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +7.7% | -13.3% | -8.9% |
| 7D | +6.6% | +1.2% | +5.4% | +5.7% |
| 30D | -15.3% | -19.3% | +4.0% | -7.6% |
| 3M | -35.4% | -40.6% | +5.3% | -22.8% |
| 6M | -46.8% | -57.9% | +11.1% | -27.3% |
| All | -46.8% | -62.1% | +15.3% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling