-63.1%
W vs ALM
+951.0%
-1,014.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | -4.2% | -2.6% | -1.6% | -3.9% |
| 30D | -7.6% | +32.0% | -39.6% | -10.3% |
| 3M | +37.2% | -15.0% | +52.2% | +37.7% |
| 6M | +26.3% | -10.1% | +36.5% | +24.9% |
| YTD | -1.0% | +99.4% | -100.4% | -9.1% |
| 1Y | +20.1% | +316.4% | -296.3% | +2.8% |
| 3Y | +37.8% | +2,022.0% | -1,984.2% | -4.9% |
| All | -63.1% | +951.0% | -1,014.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling