+43.6%
DE vs ALM
+247.3%
-203.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | 0.0% |
| 7D | -2.6% | -11.8% | +9.3% | -2.1% |
| 30D | +9.0% | +7.8% | +1.2% | +8.5% |
| 3M | +19.1% | -9.3% | +28.4% | +19.0% |
| 6M | +14.4% | -30.5% | +44.9% | +14.6% |
| YTD | +45.9% | +75.8% | -29.9% | +48.1% |
| 1Y | +43.6% | +241.2% | -197.6% | +40.5% |
| All | +43.6% | +247.3% | -203.7% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling