+3,507.4%
ALM vs DAR
+157.4%
+3,350.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -6.7% | -9.9% | +3.3% | -6.1% |
| 30D | -32.9% | -16.4% | -16.5% | -32.2% |
| 3M | -39.5% | -17.1% | -22.4% | -38.9% |
| 6M | -62.0% | -20.5% | -41.5% | -61.5% |
| YTD | -7.8% | +39.4% | -47.2% | -9.2% |
| 1Y | +26.7% | +57.2% | -30.6% | +24.0% |
| 3Y | +825.4% | +13.9% | +811.5% | +808.6% |
| 5Y | +401.2% | -40.8% | +442.0% | +397.7% |
| 10Y | +2,074.0% | +276.2% | +1,797.8% | +2,308.0% |
| All | +3,507.4% | +157.4% | +3,350.1% | -2,111.1% |
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