+9.2%
Z vs ALM
+467.1%
-458.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.6% | -1.1% | -10.4% |
| 7D | -2.3% | -14.5% | +12.3% | -1.9% |
| 30D | +9.4% | -39.0% | +48.4% | +10.7% |
| 3M | -16.1% | -40.3% | +24.2% | -15.2% |
| 6M | -30.4% | -60.3% | +29.9% | -29.1% |
| YTD | -55.6% | -9.8% | -45.8% | -56.0% |
| 1Y | -58.5% | +30.8% | -89.3% | -59.5% |
| 3Y | -19.6% | +772.4% | -792.1% | -27.5% |
| 5Y | -54.1% | +390.7% | -444.9% | -58.4% |
| 10Y | -12.1% | +2,028.5% | -2,040.6% | -22.1% |
| All | +9.2% | +467.1% | -458.0% | -2.6% |
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 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