+58.8%
T vs ALM
+2,040.7%
-1,981.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.9% | +0.7% |
| 7D | +2.6% | -6.3% | +8.9% | +2.6% |
| 30D | -1.1% | -31.4% | +30.3% | -0.7% |
| 3M | -7.7% | -40.6% | +32.8% | -7.3% |
| 6M | -10.6% | -58.6% | +48.0% | -9.9% |
| YTD | -7.5% | -7.6% | +0.1% | -8.2% |
| 1Y | -7.4% | +13.8% | -21.3% | -8.6% |
| 3Y | +63.1% | +842.1% | -779.1% | +52.9% |
| 5Y | +55.2% | +407.4% | -352.2% | +46.2% |
| 10Y | +58.8% | +2,079.4% | -2,020.6% | +49.5% |
| All | +58.8% | +2,040.7% | -1,981.9% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling