+50.3%
TER vs ALM
+14.6%
+35.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +5.9% | -7.2% | +13.1% | +9.8% |
| 30D | -30.8% | -26.4% | -4.4% | -21.1% |
| 3M | -29.9% | -38.6% | +8.7% | -15.6% |
| 6M | -27.5% | -61.0% | +33.5% | +2.2% |
| YTD | +37.5% | -7.4% | +44.9% | +42.7% |
| 1Y | +50.3% | +14.0% | +36.3% | +45.7% |
| All | +50.3% | +14.6% | +35.6% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling