+199.0%
DD vs ALM
+7,705.7%
-7,506.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | -3.5% | -2.6% | -0.9% | -3.5% |
| 30D | -10.3% | +32.0% | -42.3% | -10.4% |
| 3M | -7.5% | -15.0% | +7.5% | -7.5% |
| 6M | -8.0% | -10.1% | +2.1% | -8.0% |
| YTD | +10.5% | +99.4% | -89.0% | +10.2% |
| 1Y | +38.3% | +316.4% | -278.1% | +37.7% |
| 3Y | +42.5% | +2,022.0% | -1,979.5% | +41.2% |
| 5Y | +60.2% | +941.2% | -881.0% | +58.8% |
| 10Y | +68.9% | +2,950.3% | -2,881.5% | +67.2% |
| All | +199.0% | +7,705.7% | -7,506.7% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling