+210.1%
W vs ALM
+2,100.8%
-1,890.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | -0.3% |
| 7D | +0.2% | +1.2% | -1.1% | 0.0% |
| 30D | +6.8% | -19.3% | +26.1% | +8.8% |
| 3M | +10.7% | -40.6% | +51.3% | +15.5% |
| 6M | +86.3% | -57.9% | +144.3% | +99.1% |
| YTD | +11.5% | -6.7% | +18.2% | +9.7% |
| 1Y | +5.1% | +20.2% | -15.1% | +0.7% |
| 3Y | +171.0% | +879.4% | -708.5% | +104.7% |
| 5Y | -56.6% | +415.3% | -471.9% | -66.3% |
| All | +210.1% | +2,100.8% | -1,890.7% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling