-24.8%
U vs ALM
+595.2%
-619.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -0.6% |
| 7D | +32.3% | +0.7% | +31.6% | +32.1% |
| 30D | +9.7% | -26.1% | +35.8% | +11.8% |
| 3M | +19.6% | -38.1% | +57.7% | +22.8% |
| 6M | +82.6% | -55.4% | +138.0% | +90.0% |
| YTD | +16.4% | -0.4% | +16.8% | +15.3% |
| 1Y | +28.5% | +25.4% | +3.1% | +25.5% |
| 3Y | +103.8% | +907.8% | -804.0% | +70.6% |
| 5Y | -70.0% | +440.2% | -510.2% | -74.7% |
| All | -24.8% | +595.2% | -619.9% | -36.9% |
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 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