+121.1%
UL vs ALM
+3,516.3%
-3,395.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | -0.2% |
| 7D | +2.6% | -6.3% | +8.9% | +2.6% |
| 30D | +6.8% | -31.4% | +38.2% | +6.8% |
| 3M | +5.7% | -40.6% | +46.3% | +5.8% |
| 6M | +15.9% | -58.6% | +74.5% | +16.0% |
| YTD | +4.3% | -7.6% | +11.9% | +4.2% |
| 1Y | -0.4% | +13.8% | -14.3% | -0.6% |
| 3Y | +35.0% | +842.1% | -807.2% | +33.9% |
| 5Y | +31.6% | +407.4% | -375.8% | +30.7% |
| 10Y | +104.6% | +2,079.4% | -1,974.7% | +102.2% |
| All | +121.1% | +3,516.3% | -3,395.2% | +115.5% |
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