+584.9%
XYZ vs ALM
+2,100.8%
-1,515.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +2.4% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +11.5% | -19.3% | +30.8% | +12.6% |
| 3M | +1.8% | -40.6% | +42.4% | +4.1% |
| 6M | +21.2% | -57.9% | +79.1% | +25.5% |
| YTD | +29.9% | -6.7% | +36.6% | +29.1% |
| 1Y | +35.8% | +20.2% | +15.6% | +33.2% |
| 3Y | +62.6% | +879.4% | -816.9% | +44.5% |
| 5Y | -62.8% | +415.3% | -478.1% | -66.7% |
| All | +584.9% | +2,100.8% | -1,515.9% | +522.0% |
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 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