+112.2%
DT vs ALM
+1,167.0%
-1,054.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -0.7% |
| 30D | +0.1% | +33.8% | -33.7% | -1.2% |
| 3M | +24.1% | +14.8% | +9.3% | +22.9% |
| 6M | +30.1% | -7.0% | +37.1% | +29.2% |
| YTD | +16.8% | +108.1% | -91.3% | +11.0% |
| 1Y | -0.1% | +313.8% | -313.9% | -8.9% |
| 3Y | +6.8% | +2,227.6% | -2,220.8% | -15.4% |
| 5Y | -28.4% | +956.6% | -985.0% | -41.2% |
| All | +112.2% | +1,167.0% | -1,054.8% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling