-4.2%
DT vs ALM
+19.0%
-23.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -0.1% |
| 7D | +3.1% | +1.2% | +1.9% | +3.2% |
| 30D | -29.5% | -19.3% | -10.2% | -29.9% |
| 3M | -11.7% | -40.6% | +28.9% | -13.1% |
| 6M | +29.0% | -57.9% | +86.9% | +26.9% |
| YTD | +3.4% | -6.7% | +10.1% | +1.8% |
| 1Y | -4.2% | +20.2% | -24.4% | -5.7% |
| All | -4.2% | +19.0% | -23.2% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling