+7,705.7%
ALM vs DAR
+234.3%
+7,471.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.5% |
| 7D | -2.6% | +1.4% | -4.0% | -2.7% |
| 30D | +32.0% | +12.8% | +19.2% | +31.1% |
| 3M | -15.0% | +7.4% | -22.4% | -15.4% |
| 6M | -10.1% | +22.3% | -32.4% | -11.2% |
| YTD | +99.4% | +81.1% | +18.3% | +93.5% |
| 1Y | +316.4% | +106.5% | +209.9% | +301.0% |
| 3Y | +2,022.0% | +5.3% | +2,016.7% | +1,977.3% |
| 5Y | +941.2% | -11.5% | +952.7% | +918.0% |
| 10Y | +2,950.3% | +353.3% | +2,597.0% | +3,190.2% |
| All | +7,705.7% | +234.3% | +7,471.4% | -4,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling