+27.1%
V vs ALM
+21.0%
+6.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | +0.1% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | +9.5% | -26.1% | +35.6% | +8.8% |
| 3M | +16.7% | -38.1% | +54.8% | +15.5% |
| 6M | +32.9% | -55.4% | +88.4% | +31.6% |
| YTD | +21.1% | -0.4% | +21.5% | +18.5% |
| All | +27.1% | +21.0% | +6.0% | +24.1% |
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