+638.0%
XYZ vs ALM
+2,221.4%
-1,583.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.1% | -4.5% | +3.2% |
| 7D | +14.9% | +0.7% | +14.1% | +14.8% |
| 30D | +14.7% | -26.1% | +40.7% | +16.3% |
| 3M | +12.1% | -38.1% | +50.2% | +14.4% |
| 6M | +18.3% | -55.4% | +73.7% | +22.1% |
| YTD | +36.1% | -0.4% | +36.5% | +34.7% |
| 1Y | +35.3% | +25.4% | +10.0% | +32.4% |
| 3Y | +73.5% | +907.8% | -834.3% | +53.5% |
| 5Y | -61.6% | +440.2% | -501.8% | -65.8% |
| 10Y | +638.0% | +2,031.1% | -1,393.1% | +558.5% |
| All | +638.0% | +2,221.4% | -1,583.4% | +558.5% |
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 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