+316.4%
ALM vs DAR
+104.4%
+212.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +32.0% | +12.8% | +19.2% | +28.6% |
| 3M | -15.0% | +7.4% | -22.4% | -16.1% |
| 6M | -10.1% | +22.3% | -32.4% | -13.9% |
| YTD | +99.4% | +81.1% | +18.3% | +81.3% |
| 1Y | +316.4% | +106.5% | +209.9% | +266.6% |
| All | +316.4% | +104.4% | +212.0% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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