+21.4%
USFR vs ALM
+395.6%
-374.2%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.3% | 0.0% |
| 7D | +0.1% | -6.3% | +6.4% | +0.1% |
| 30D | +0.4% | -31.4% | +31.8% | +0.4% |
| 3M | +1.1% | -40.6% | +41.6% | +1.1% |
| 6M | +2.1% | -58.6% | +60.7% | +2.1% |
| YTD | +3.4% | -7.6% | +11.1% | +3.4% |
| 1Y | +4.1% | +13.8% | -9.8% | +4.1% |
| 3Y | +14.4% | +842.1% | -827.7% | +14.3% |
| 5Y | +21.4% | +407.4% | -386.0% | +21.3% |
| All | +21.4% | +395.6% | -374.2% | +21.3% |
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