+20.4%
USFR vs ALM
+1,033.0%
-1,012.6%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | 0.0% |
| 7D | +0.1% | +8.4% | -8.4% | +0.1% |
| 30D | +0.3% | +34.8% | -34.5% | +0.3% |
| 3M | +1.0% | +16.2% | -15.3% | +1.0% |
| 6M | +1.9% | +2.1% | -0.2% | +1.9% |
| YTD | +2.7% | +117.0% | -114.4% | +2.6% |
| 1Y | +4.0% | +313.9% | -309.8% | +4.0% |
| 3Y | +14.0% | +2,327.9% | -2,313.9% | +13.9% |
| 5Y | +20.4% | +1,040.6% | -1,020.2% | +20.3% |
| All | +20.4% | +1,033.0% | -1,012.6% | +20.3% |
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