+944.8%
DE vs ALM
+7,705.7%
-6,760.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +10.0% | -2.6% | +12.6% | +10.0% |
| 30D | +13.3% | +32.0% | -18.7% | +13.3% |
| 3M | +17.5% | -15.0% | +32.5% | +17.5% |
| 6M | +13.6% | -10.1% | +23.7% | +13.5% |
| YTD | +49.8% | +99.4% | -49.6% | +49.6% |
| 1Y | +47.9% | +316.4% | -268.5% | +47.4% |
| 3Y | +72.5% | +2,022.0% | -1,949.5% | +71.5% |
| 5Y | +90.2% | +941.2% | -851.0% | +89.2% |
| 10Y | +865.4% | +2,950.3% | -2,085.0% | +859.5% |
| All | +944.8% | +7,705.7% | -6,760.9% | +936.2% |
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