-56.3%
Z vs ALM
+396.4%
-452.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.6% | -2.5% |
| 7D | -4.6% | -6.7% | +2.1% | -4.4% |
| 30D | +8.3% | -32.9% | +41.2% | +9.3% |
| 3M | -11.6% | -39.5% | +27.9% | -10.7% |
| 6M | -33.6% | -62.0% | +28.3% | -32.2% |
| YTD | -56.7% | -7.8% | -48.9% | -57.3% |
| 1Y | -59.1% | +26.7% | -85.8% | -60.3% |
| 3Y | -20.4% | +825.4% | -845.7% | -31.0% |
| All | -56.3% | +396.4% | -452.7% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling