-18.5%
Z vs ALM
+1,942.8%
-1,961.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.0% |
| 7D | -4.9% | -4.0% | -0.9% | -4.8% |
| 30D | +3.0% | -30.5% | +33.5% | +4.2% |
| 3M | -13.4% | -46.9% | +33.5% | -11.8% |
| 6M | -27.3% | -65.5% | +38.2% | -25.1% |
| YTD | -57.8% | -13.4% | -44.4% | -58.3% |
| 1Y | -60.0% | +9.8% | -69.8% | -61.0% |
| 3Y | -21.5% | +783.1% | -804.6% | -31.7% |
| 5Y | -55.0% | +378.3% | -433.3% | -60.4% |
| All | -18.5% | +1,942.8% | -1,961.3% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling