+108.3%
V vs ALM
+410.2%
-301.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +9.0% | -19.3% | +28.3% | +9.2% |
| 3M | +16.7% | -40.6% | +57.4% | +17.3% |
| 6M | +33.4% | -57.9% | +91.3% | +34.7% |
| YTD | +22.4% | -6.7% | +29.1% | +20.6% |
| 1Y | +27.7% | +20.2% | +7.5% | +24.9% |
| 3Y | +78.0% | +879.4% | -801.5% | +63.9% |
| All | +108.3% | +410.2% | -301.9% | +90.1% |
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 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