+283.1%
DTE vs ALM
+3,551.9%
-3,268.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | +0.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | +8.9% | -19.3% | +28.2% | +9.0% |
| 3M | +1.1% | -40.6% | +41.7% | +1.2% |
| 6M | +0.1% | -57.9% | +58.0% | +0.3% |
| YTD | +11.1% | -6.7% | +17.7% | +11.0% |
| 1Y | +4.9% | +20.2% | -15.2% | +4.8% |
| 3Y | +58.6% | +879.4% | -820.9% | +57.1% |
| 5Y | +47.3% | +415.3% | -368.0% | +46.0% |
| 10Y | +151.3% | +2,100.8% | -1,949.5% | +147.8% |
| All | +283.1% | +3,551.9% | -3,268.8% | +272.5% |
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