+77.5%
DE vs ALM
+2,327.9%
-2,250.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.7% | -2.1% |
| 7D | +0.7% | +8.4% | -7.7% | +0.4% |
| 30D | +9.6% | +34.8% | -25.2% | +8.5% |
| 3M | +19.0% | +16.2% | +2.7% | +18.0% |
| 6M | +16.1% | +2.1% | +13.9% | +15.3% |
| YTD | +47.0% | +117.0% | -70.0% | +44.1% |
| 1Y | +43.1% | +313.9% | -270.7% | +38.1% |
| 3Y | +77.5% | +2,327.9% | -2,250.4% | +69.6% |
| All | +77.5% | +2,327.9% | -2,250.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling