-37.8%
U vs ALM
+1,352.2%
-1,389.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | +4.4% | +3.6% | +0.7% | +4.1% |
| 30D | -1.3% | +33.8% | -35.1% | -3.3% |
| 3M | +49.6% | +14.8% | +34.8% | +47.4% |
| 6M | +100.2% | -7.0% | +107.1% | +98.4% |
| YTD | -3.7% | +108.1% | -111.7% | -8.8% |
| 1Y | -6.5% | +313.8% | -320.3% | -14.8% |
| 3Y | +12.9% | +2,227.6% | -2,214.7% | -10.3% |
| 5Y | -68.3% | +956.6% | -1,024.9% | -74.3% |
| All | -37.8% | +1,352.2% | -1,389.9% | -50.1% |
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