-22.7%
U vs ALM
+551.2%
-574.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +4.7% |
| 7D | +2.6% | +1.2% | +1.3% | +2.4% |
| 30D | +27.6% | -19.3% | +46.9% | +29.1% |
| 3M | +15.3% | -40.6% | +56.0% | +18.8% |
| 6M | +96.4% | -57.9% | +154.3% | +105.2% |
| YTD | +19.6% | -6.7% | +26.3% | +18.8% |
| 1Y | +42.1% | +20.2% | +21.9% | +39.2% |
| 3Y | +87.5% | +879.4% | -791.9% | +57.4% |
| 5Y | -73.1% | +415.3% | -488.4% | -77.3% |
| All | -22.7% | +551.2% | -574.0% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling