+1,001.8%
TER vs ALM
+2,221.4%
-1,219.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.1% | +4.7% | +12.1% |
| 7D | -5.8% | +0.7% | -6.5% | -5.7% |
| 30D | -38.9% | -26.1% | -12.8% | -37.4% |
| 3M | -35.1% | -38.1% | +3.0% | -32.7% |
| 6M | -31.6% | -55.4% | +23.8% | -27.6% |
| YTD | +27.2% | -0.4% | +27.6% | +30.3% |
| 1Y | +35.2% | +25.4% | +9.9% | +37.4% |
| 3Y | +192.8% | +907.8% | -715.0% | +176.3% |
| 5Y | +72.4% | +440.2% | -367.7% | +63.9% |
| 10Y | +1,001.8% | +2,031.1% | -1,029.3% | +911.8% |
| All | +1,001.8% | +2,221.4% | -1,219.6% | +911.8% |
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