+68.0%
DD vs ALM
+441.7%
-373.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.1% | -2.2% | +5.4% |
| 7D | +9.8% | +0.7% | +9.0% | +9.7% |
| 30D | +19.3% | -26.1% | +45.4% | +21.2% |
| 3M | +9.4% | -38.1% | +47.5% | +11.9% |
| 6M | +4.8% | -55.4% | +60.2% | +8.4% |
| YTD | +30.2% | -0.4% | +30.6% | +29.4% |
| 1Y | +32.2% | +25.4% | +6.9% | +30.0% |
| 3Y | +93.1% | +907.8% | -814.7% | +68.6% |
| 5Y | +68.0% | +440.2% | -372.2% | +51.1% |
| All | +68.0% | +441.7% | -373.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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