+163.6%
W vs ALM
+1,205.8%
-1,042.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.6% |
| 7D | -4.2% | -2.6% | -1.6% | -4.0% |
| 30D | -7.6% | +32.0% | -39.6% | -9.7% |
| 3M | +37.2% | -15.0% | +52.2% | +37.8% |
| 6M | +26.3% | -10.1% | +36.5% | +25.5% |
| YTD | -1.0% | +99.4% | -100.4% | -7.6% |
| 1Y | +20.1% | +316.4% | -296.3% | +5.5% |
| 3Y | +37.8% | +2,022.0% | -1,984.2% | +2.7% |
| 5Y | -63.7% | +941.2% | -1,004.8% | -72.0% |
| 10Y | +156.3% | +2,950.3% | -2,794.0% | +77.8% |
| All | +163.6% | +1,205.8% | -1,042.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling