+206.6%
DG vs ALM
+3,507.4%
-3,300.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.1% |
| 7D | +1.1% | -6.7% | +7.8% | +1.1% |
| 30D | +9.5% | -32.9% | +42.4% | +9.6% |
| 3M | +5.5% | -39.5% | +45.0% | +5.6% |
| 6M | +16.1% | -62.0% | +78.1% | +16.4% |
| YTD | +2.7% | -7.8% | +10.5% | +2.6% |
| 1Y | +42.1% | +26.7% | +15.4% | +41.8% |
| 3Y | +19.3% | +825.4% | -806.1% | +18.3% |
| 5Y | -35.3% | +401.2% | -436.6% | -35.8% |
| 10Y | +123.9% | +2,074.0% | -1,950.1% | +121.2% |
| All | +206.6% | +3,507.4% | -3,300.9% | +200.2% |
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