+3.9%
W vs ALM
+21.0%
-17.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +10.5% | -26.1% | +36.6% | +14.7% |
| 3M | +9.6% | -38.1% | +47.8% | +15.6% |
| 6M | +76.4% | -55.4% | +131.8% | +89.3% |
| YTD | +16.4% | -0.4% | +16.8% | +21.1% |
| All | +3.9% | +21.0% | -17.2% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling