+543.0%
XYZ vs ALM
+1,070.0%
-527.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -3.6% |
| 7D | +9.2% | -14.5% | +23.7% | +10.0% |
| 30D | +9.8% | -39.0% | +48.8% | +12.4% |
| 3M | -0.2% | -40.3% | +40.1% | +1.9% |
| 6M | +18.0% | -60.3% | +78.3% | +22.2% |
| YTD | +29.1% | -9.8% | +38.9% | +28.5% |
| 1Y | +14.1% | +30.8% | -16.6% | +11.5% |
| 3Y | +72.6% | +772.4% | -699.8% | +54.3% |
| 5Y | -64.6% | +390.7% | -455.3% | -68.2% |
| 10Y | +590.0% | +2,028.5% | -1,438.5% | +490.8% |
| All | +543.0% | +1,070.0% | -527.0% | +439.7% |
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