+121.6%
UL vs ALM
+3,798.4%
-3,676.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.1% | +0.9% |
| 7D | +0.3% | +0.7% | -0.5% | +0.3% |
| 30D | +7.0% | -26.1% | +33.1% | +7.0% |
| 3M | +5.8% | -38.1% | +43.9% | +5.9% |
| 6M | +16.1% | -55.4% | +71.5% | +16.3% |
| YTD | +4.5% | -0.4% | +4.9% | +4.4% |
| 1Y | -1.3% | +25.4% | -26.6% | -1.4% |
| 3Y | +35.0% | +907.8% | -872.8% | +33.9% |
| 5Y | +31.9% | +440.2% | -408.2% | +31.0% |
| 10Y | +99.3% | +2,031.1% | -1,931.9% | +96.9% |
| All | +121.6% | +3,798.4% | -3,676.9% | +115.9% |
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 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