-26.3%
U vs ALM
+544.9%
-571.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.2% | +5.1% | -1.7% |
| 7D | +24.4% | -6.3% | +30.7% | +24.7% |
| 30D | +7.4% | -31.4% | +38.8% | +9.9% |
| 3M | +16.8% | -40.6% | +57.4% | +20.3% |
| 6M | +78.8% | -58.6% | +137.4% | +86.8% |
| YTD | +14.0% | -7.6% | +21.6% | +13.4% |
| 1Y | +16.7% | +13.8% | +2.9% | +14.7% |
| 3Y | +86.4% | +842.1% | -755.8% | +56.8% |
| 5Y | -71.5% | +407.4% | -478.9% | -75.9% |
| All | -26.3% | +544.9% | -571.2% | -38.0% |
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