-69.4%
U vs ALM
+951.0%
-1,020.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -3.8% | -2.6% | -1.2% | -3.7% |
| 30D | +17.5% | +32.0% | -14.6% | +15.3% |
| 3M | +38.7% | -15.0% | +53.8% | +39.0% |
| 6M | +104.4% | -10.1% | +114.5% | +103.1% |
| YTD | -5.7% | +99.4% | -105.1% | -10.1% |
| 1Y | +3.7% | +316.4% | -312.7% | -4.5% |
| 3Y | +12.3% | +2,022.0% | -2,009.7% | -7.4% |
| All | -69.4% | +951.0% | -1,020.4% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling