+196.2%
W vs ALM
+503.5%
-307.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.6% |
| 7D | -3.6% | -6.7% | +3.1% | -3.0% |
| 30D | +7.0% | -32.9% | +39.9% | +10.3% |
| 3M | +7.4% | -39.5% | +46.9% | +11.2% |
| 6M | +69.3% | -62.0% | +131.3% | +80.4% |
| YTD | +11.3% | -7.8% | +19.1% | +10.0% |
| 1Y | +13.2% | +26.7% | -13.5% | +9.0% |
| 3Y | +142.0% | +825.4% | -683.3% | +93.5% |
| 5Y | -54.6% | +401.2% | -455.9% | -63.0% |
| 10Y | +243.7% | +2,074.0% | -1,830.3% | +151.9% |
| All | +196.2% | +503.5% | -307.3% | +112.5% |
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