+925.1%
DE vs ALM
+3,289.7%
-2,364.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.9% |
| 7D | +2.3% | -4.0% | +6.4% | +2.3% |
| 30D | +4.4% | -30.5% | +34.9% | +4.5% |
| 3M | +9.8% | -46.9% | +56.7% | +9.9% |
| 6M | +15.8% | -65.5% | +81.3% | +16.0% |
| YTD | +47.0% | -13.4% | +60.3% | +47.0% |
| 1Y | +42.8% | +9.8% | +33.0% | +42.7% |
| 3Y | +88.9% | +783.1% | -694.2% | +88.1% |
| 5Y | +101.9% | +378.3% | -276.4% | +101.1% |
| 10Y | +767.5% | +1,942.8% | -1,175.3% | +763.6% |
| All | +925.1% | +3,289.7% | -2,364.7% | +918.2% |
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