+1,942.8%
ALM vs DAR
+307.1%
+1,635.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.2% | -8.7% | -6.7% |
| 7D | -4.0% | +9.2% | -13.2% | -5.0% |
| 30D | -30.5% | -12.3% | -18.2% | -29.5% |
| 3M | -46.9% | -12.7% | -34.2% | -46.1% |
| 6M | -65.5% | -12.8% | -52.7% | -65.0% |
| YTD | -13.4% | +53.8% | -67.2% | -17.3% |
| 1Y | +9.8% | +60.3% | -50.5% | +4.3% |
| 3Y | +783.1% | +31.7% | +751.4% | +737.4% |
| 5Y | +378.3% | -27.7% | +406.0% | +374.4% |
| All | +1,942.8% | +307.1% | +1,635.8% | +1,795.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling