-62.3%
XYZ vs ALM
+395.6%
-457.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.2% | +3.9% | -2.8% |
| 7D | +12.6% | -6.3% | +18.9% | +13.1% |
| 30D | +10.8% | -31.4% | +42.2% | +13.6% |
| 3M | +8.4% | -40.6% | +48.9% | +11.8% |
| 6M | +14.3% | -58.6% | +73.0% | +20.1% |
| YTD | +31.5% | -7.6% | +39.1% | +30.4% |
| 1Y | +28.1% | +13.8% | +14.3% | +25.2% |
| 3Y | +66.2% | +842.1% | -776.0% | +43.2% |
| 5Y | -62.3% | +407.4% | -469.7% | -68.0% |
| All | -62.3% | +395.6% | -457.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling