+232.1%
W vs ALM
+2,022.9%
-1,790.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.6% |
| 7D | -3.6% | -6.7% | +3.1% | -2.9% |
| 30D | +7.0% | -32.9% | +39.9% | +10.8% |
| 3M | +7.4% | -39.5% | +46.9% | +11.8% |
| 6M | +69.3% | -62.0% | +131.3% | +82.2% |
| YTD | +11.3% | -7.8% | +19.1% | +9.7% |
| 1Y | +13.2% | +26.7% | -13.5% | +8.1% |
| 3Y | +142.0% | +825.4% | -683.3% | +84.0% |
| 5Y | -54.6% | +401.2% | -455.9% | -64.6% |
| All | +232.1% | +2,022.9% | -1,790.8% | +119.3% |
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