-28.1%
DT vs ALM
+1,033.0%
-1,061.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.3% |
| 7D | -4.9% | +8.4% | -13.3% | -5.0% |
| 30D | +2.7% | +34.8% | -32.1% | +1.9% |
| 3M | +20.0% | +16.2% | +3.7% | +19.3% |
| 6M | +28.0% | +2.1% | +25.9% | +27.3% |
| YTD | +16.0% | +117.0% | -101.0% | +12.2% |
| 1Y | +0.7% | +313.9% | -313.1% | -5.2% |
| 3Y | +6.2% | +2,327.9% | -2,321.7% | -8.9% |
| 5Y | -28.1% | +1,040.6% | -1,068.8% | -37.0% |
| All | -28.1% | +1,033.0% | -1,061.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling