+87.5%
U vs ALM
+909.2%
-821.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.7% | -2.5% | +4.6% |
| 7D | +2.6% | +1.2% | +1.3% | +2.4% |
| 30D | +27.6% | -19.3% | +46.9% | +29.4% |
| 3M | +15.3% | -40.6% | +56.0% | +19.4% |
| 6M | +96.4% | -57.9% | +154.3% | +106.8% |
| YTD | +19.6% | -6.7% | +26.3% | +19.1% |
| 1Y | +42.1% | +20.2% | +21.9% | +39.4% |
| 3Y | +87.5% | +879.4% | -791.9% | +52.9% |
| All | +87.5% | +909.2% | -821.7% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling