+4,608.4%
SITM vs ALM
+1,480.7%
+3,127.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.1% | +6.7% |
| 7D | +9.7% | -2.6% | +12.3% | +10.0% |
| 30D | +12.7% | +32.0% | -19.3% | +9.2% |
| 3M | -13.4% | -15.0% | +1.6% | -12.6% |
| 6M | +59.6% | -10.1% | +69.7% | +59.2% |
| YTD | +73.3% | +99.4% | -26.1% | +60.7% |
| 1Y | +165.5% | +316.4% | -150.8% | +130.5% |
| 3Y | +368.7% | +2,022.0% | -1,653.3% | +248.7% |
| 5Y | +172.5% | +941.2% | -768.7% | +109.0% |
| All | +4,608.4% | +1,480.7% | +3,127.6% | +2,367.5% |
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