+243.6%
W vs ALM
+2,221.4%
-1,977.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.8% |
| 7D | +3.3% | +0.7% | +2.6% | +3.3% |
| 30D | +10.5% | -26.1% | +36.6% | +13.5% |
| 3M | +9.6% | -38.1% | +47.8% | +13.9% |
| 6M | +76.4% | -55.4% | +131.8% | +87.1% |
| YTD | +16.4% | -0.4% | +16.8% | +13.9% |
| 1Y | +9.3% | +25.4% | -16.0% | +4.5% |
| 3Y | +172.8% | +907.8% | -734.9% | +106.3% |
| 5Y | -53.4% | +440.2% | -493.5% | -63.8% |
| 10Y | +243.6% | +2,031.1% | -1,787.5% | +129.3% |
| All | +243.6% | +2,221.4% | -1,977.8% | +129.3% |
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