+28.5%
USFR vs ALM
+281.8%
-253.3%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | -7.2% | +7.2% | +0.1% |
| 30D | +0.4% | -26.4% | +26.7% | +0.4% |
| 3M | +1.1% | -38.6% | +39.7% | +1.1% |
| 6M | +2.1% | -61.0% | +63.0% | +2.1% |
| YTD | +3.4% | -7.4% | +10.8% | +3.4% |
| 1Y | +4.1% | +14.0% | -9.9% | +4.1% |
| 3Y | +14.4% | +844.4% | -830.0% | +14.3% |
| 5Y | +21.4% | +410.8% | -389.4% | +21.4% |
| 10Y | +28.5% | +2,084.7% | -2,056.2% | +28.4% |
| All | +28.5% | +281.8% | -253.3% | +28.3% |
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 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