+99.1%
V vs ALM
+396.4%
-297.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.2% | -6.7% | +8.9% | +2.3% |
| 30D | +13.6% | -32.9% | +46.5% | +14.1% |
| 3M | +14.3% | -39.5% | +53.8% | +14.9% |
| 6M | +33.1% | -62.0% | +95.1% | +34.7% |
| YTD | +21.2% | -7.8% | +29.1% | +19.5% |
| 1Y | +26.4% | +26.7% | -0.2% | +23.4% |
| 3Y | +77.6% | +825.4% | -747.8% | +63.6% |
| All | +99.1% | +396.4% | -297.3% | +80.9% |
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