+2,101.4%
TER vs ALM
+7,705.7%
-5,604.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.5% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | -8.3% | +32.0% | -40.3% | -8.4% |
| 3M | -12.2% | -15.0% | +2.8% | -12.2% |
| 6M | +17.1% | -10.1% | +27.2% | +17.1% |
| YTD | +84.7% | +99.4% | -14.8% | +84.2% |
| 1Y | +199.9% | +316.4% | -116.4% | +198.5% |
| 3Y | +232.8% | +2,022.0% | -1,789.2% | +229.3% |
| 5Y | +198.6% | +941.2% | -742.6% | +195.8% |
| 10Y | +1,669.7% | +2,950.3% | -1,280.6% | +1,646.7% |
| All | +2,101.4% | +7,705.7% | -5,604.3% | +2,047.0% |
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