-17.5%
Z vs ALM
+901.8%
-919.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | -13.1% | -7.2% | -5.9% | -12.9% |
| 30D | +5.9% | -26.4% | +32.2% | +6.5% |
| 3M | -13.7% | -38.6% | +24.9% | -13.0% |
| 6M | -27.1% | -61.0% | +33.9% | -25.8% |
| YTD | -56.8% | -7.4% | -49.4% | -57.4% |
| 1Y | -60.2% | +14.0% | -74.2% | -61.2% |
| All | -17.5% | +901.8% | -919.3% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling