+200.9%
TER vs ALM
+311.5%
-110.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.0% |
| 7D | +0.6% | -2.6% | +3.2% | +1.5% |
| 30D | -8.3% | +32.0% | -40.3% | -16.8% |
| 3M | -12.2% | -15.0% | +2.8% | -9.6% |
| 6M | +17.1% | -10.1% | +27.2% | +16.8% |
| YTD | +84.7% | +99.4% | -14.8% | +61.8% |
| All | +200.9% | +311.5% | -110.6% | +123.9% |
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