+20.2%
ALM vs DAR
+61.9%
-41.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.6% | +7.4% |
| 7D | +1.2% | +11.6% | -10.3% | -2.1% |
| 30D | -19.3% | -10.2% | -9.1% | -17.4% |
| 3M | -40.6% | -14.8% | -25.8% | -38.4% |
| 6M | -57.9% | -10.1% | -47.8% | -56.7% |
| YTD | -6.7% | +55.5% | -62.2% | -13.7% |
| 1Y | +20.2% | +61.7% | -41.5% | +8.0% |
| All | +20.2% | +61.9% | -41.7% | +8.0% |
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