+394.4%
ALM vs DAR
-41.1%
+435.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -6.7% | -9.9% | +3.3% | -5.4% |
| 30D | -32.9% | -16.4% | -16.5% | -31.4% |
| 3M | -39.5% | -17.1% | -22.4% | -38.1% |
| 6M | -62.0% | -20.5% | -41.5% | -60.9% |
| YTD | -7.8% | +39.4% | -47.2% | -11.1% |
| 1Y | +26.7% | +57.2% | -30.6% | +20.6% |
| 3Y | +825.4% | +13.9% | +811.5% | +785.5% |
| All | +394.4% | -41.1% | +435.4% | +384.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling