+29.3%
V vs ALM
+44.8%
-15.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.7% | +3.9% |
| 7D | +9.0% | -6.4% | +15.4% | +8.8% |
| 30D | +18.1% | -35.0% | +53.1% | +16.9% |
| 3M | +18.3% | -33.8% | +52.2% | +17.3% |
| 6M | +34.1% | -55.0% | +89.1% | +32.7% |
| YTD | +25.2% | -0.2% | +25.5% | +22.9% |
| 1Y | +29.3% | +41.8% | -12.5% | +25.7% |
| All | +29.3% | +44.8% | -15.5% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling