+1,077.0%
TER vs ALM
+2,084.7%
-1,007.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.3% |
| 7D | +5.9% | -7.2% | +13.1% | +6.7% |
| 30D | -30.8% | -26.4% | -4.4% | -29.0% |
| 3M | -29.9% | -38.6% | +8.7% | -27.2% |
| 6M | -27.5% | -61.0% | +33.5% | -22.6% |
| YTD | +37.5% | -7.4% | +44.9% | +41.6% |
| 1Y | +50.3% | +14.0% | +36.3% | +53.7% |
| 3Y | +204.9% | +844.4% | -639.6% | +189.4% |
| 5Y | +89.2% | +410.8% | -321.6% | +80.8% |
| 10Y | +1,077.0% | +2,084.7% | -1,007.8% | +988.4% |
| All | +1,077.0% | +2,084.7% | -1,007.8% | +988.4% |
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