-58.7%
Z vs ALM
+318.3%
-377.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -3.0% | -2.6% | -0.4% | -3.0% |
| 30D | -4.2% | +32.0% | -36.2% | -3.8% |
| 3M | -3.7% | -15.0% | +11.3% | -2.6% |
| 6M | -24.5% | -10.1% | -14.4% | -23.7% |
| YTD | -49.3% | +99.4% | -148.7% | -48.8% |
| 1Y | -58.7% | +316.4% | -375.0% | -59.6% |
| All | -58.7% | +318.3% | -377.0% | -59.6% |
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