+2,031.1%
ALM vs DAR
+288.2%
+1,742.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.7% | +3.4% | +7.5% |
| 7D | +0.7% | -2.8% | +3.5% | +1.1% |
| 30D | -26.1% | -12.8% | -13.2% | -24.9% |
| 3M | -38.1% | -11.6% | -26.5% | -37.3% |
| 6M | -55.4% | -16.8% | -38.6% | -54.5% |
| YTD | -0.4% | +45.9% | -46.3% | -4.4% |
| 1Y | +25.4% | +61.5% | -36.1% | +19.0% |
| 3Y | +907.8% | +23.0% | +884.8% | +862.9% |
| 5Y | +440.2% | -35.8% | +476.0% | +442.9% |
| 10Y | +2,031.1% | +280.4% | +1,750.8% | +1,842.8% |
| All | +2,031.1% | +288.2% | +1,742.9% | +1,842.8% |
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