-24.7%
U vs ALM
+543.3%
-568.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.4% |
| 7D | +36.6% | -6.7% | +43.2% | +37.0% |
| 30D | +13.3% | -32.9% | +46.2% | +16.2% |
| 3M | +26.2% | -39.5% | +65.7% | +29.8% |
| 6M | +88.7% | -62.0% | +150.7% | +98.3% |
| YTD | +16.6% | -7.8% | +24.4% | +16.0% |
| 1Y | +29.0% | +26.7% | +2.3% | +26.1% |
| 3Y | +99.5% | +825.4% | -725.9% | +68.0% |
| 5Y | -66.1% | +401.2% | -467.4% | -71.3% |
| All | -24.7% | +543.3% | -568.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling