+1,245.5%
TER vs ALM
+3,507.4%
-2,261.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.6% |
| 7D | -20.5% | -6.7% | -13.8% | -20.4% |
| 30D | -47.0% | -32.9% | -14.1% | -46.9% |
| 3M | -43.3% | -39.5% | -3.8% | -43.1% |
| 6M | -42.9% | -62.0% | +19.1% | -42.6% |
| YTD | +12.9% | -7.8% | +20.7% | +13.1% |
| 1Y | +18.2% | +26.7% | -8.5% | +18.3% |
| 3Y | +151.8% | +825.4% | -673.6% | +150.5% |
| 5Y | +54.2% | +401.2% | -347.0% | +53.5% |
| 10Y | +908.2% | +2,074.0% | -1,165.8% | +899.5% |
| All | +1,245.5% | +3,507.4% | -2,261.9% | +1,218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling