+555.9%
XYZ vs ALM
+1,100.9%
-545.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -2.2% | -7.2% | +5.0% | -1.8% |
| 30D | +11.6% | -26.4% | +37.9% | +13.2% |
| 3M | +8.4% | -38.6% | +47.0% | +10.6% |
| 6M | +17.2% | -61.0% | +78.1% | +21.5% |
| YTD | +31.7% | -7.4% | +39.1% | +30.9% |
| 1Y | +30.1% | +14.0% | +16.1% | +27.9% |
| 3Y | +66.4% | +844.4% | -778.0% | +48.4% |
| 5Y | -62.2% | +410.8% | -473.0% | -66.0% |
| 10Y | +621.5% | +2,084.7% | -1,463.2% | +517.0% |
| All | +555.9% | +1,100.9% | -545.0% | +449.8% |
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