+54.6%
TER vs ALM
+396.4%
-341.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.3% |
| 7D | -20.5% | -6.7% | -13.8% | -19.6% |
| 30D | -47.0% | -32.9% | -14.1% | -44.0% |
| 3M | -43.3% | -39.5% | -3.8% | -39.4% |
| 6M | -42.9% | -62.0% | +19.1% | -36.2% |
| YTD | +12.9% | -7.8% | +20.7% | +19.5% |
| 1Y | +18.2% | +26.7% | -8.5% | +23.4% |
| 3Y | +151.8% | +825.4% | -673.6% | +141.6% |
| All | +54.6% | +396.4% | -341.8% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling