+59.6%
T vs ALM
+825.4%
-765.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | +1.0% | -6.7% | +7.7% | +1.0% |
| 30D | -10.6% | -32.9% | +22.3% | -10.7% |
| 3M | -7.7% | -39.5% | +31.8% | -7.9% |
| 6M | -13.3% | -62.0% | +48.7% | -13.3% |
| YTD | -8.8% | -7.8% | -0.9% | -9.6% |
| 1Y | -8.4% | +26.7% | -35.1% | -9.6% |
| 3Y | +59.6% | +825.4% | -765.7% | +53.2% |
| All | +59.6% | +825.4% | -765.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling