+28.1%
XYZ vs ALM
+12.3%
+15.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.2% | +3.9% | -2.6% |
| 7D | +12.6% | -6.3% | +18.9% | +13.4% |
| 30D | +10.8% | -31.4% | +42.2% | +15.0% |
| 3M | +8.4% | -40.6% | +48.9% | +13.3% |
| 6M | +14.3% | -58.6% | +73.0% | +23.5% |
| YTD | +31.5% | -7.6% | +39.1% | +28.6% |
| 1Y | +28.1% | +13.8% | +14.3% | +22.6% |
| All | +28.1% | +12.3% | +15.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling