+3,219.4%
ALM vs DAR
+367.0%
+2,852.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.9% | +5.9% | +8.5% |
| 7D | +8.4% | -0.9% | +9.3% | +8.5% |
| 30D | +34.8% | +13.0% | +21.9% | +32.9% |
| 3M | +16.2% | +15.0% | +1.2% | +14.3% |
| 6M | +2.1% | +26.8% | -24.7% | -0.7% |
| YTD | +117.0% | +86.4% | +30.6% | +102.9% |
| 1Y | +313.9% | +115.1% | +198.8% | +280.6% |
| 3Y | +2,327.9% | +14.6% | +2,313.3% | +2,237.6% |
| 5Y | +1,040.6% | -8.8% | +1,049.4% | +1,002.8% |
| 10Y | +3,219.4% | +356.5% | +2,862.9% | +2,787.4% |
| All | +3,219.4% | +367.0% | +2,852.4% | +2,787.4% |
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