+918.9%
V vs ALM
+3,507.4%
-2,588.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.2% | -6.7% | +8.9% | +2.2% |
| 30D | +13.6% | -32.9% | +46.5% | +13.7% |
| 3M | +14.3% | -39.5% | +53.8% | +14.4% |
| 6M | +33.1% | -62.0% | +95.1% | +33.4% |
| YTD | +21.2% | -7.8% | +29.1% | +21.1% |
| 1Y | +26.4% | +26.7% | -0.2% | +26.2% |
| 3Y | +77.6% | +825.4% | -747.8% | +76.0% |
| 5Y | +102.6% | +401.2% | -298.6% | +100.9% |
| 10Y | +464.4% | +2,074.0% | -1,609.6% | +457.2% |
| All | +918.9% | +3,507.4% | -2,588.5% | +896.5% |
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