-6.0%
U vs ALM
+347.8%
-353.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.8% | -6.2% | +1.6% |
| 7D | +4.5% | +8.4% | -3.9% | +3.5% |
| 30D | -0.6% | +34.8% | -35.4% | -4.2% |
| 3M | +48.4% | +16.2% | +32.2% | +44.3% |
| 6M | +115.4% | +2.1% | +113.2% | +109.0% |
| YTD | -3.2% | +117.0% | -120.2% | -14.3% |
| 1Y | -6.0% | +313.9% | -319.9% | -26.1% |
| All | -6.0% | +347.8% | -353.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling