+78.3%
FDS vs ALM
+3,219.4%
-3,141.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.8% | -13.1% | -4.4% |
| 7D | -5.4% | +8.4% | -13.8% | -5.5% |
| 30D | +1.6% | +34.8% | -33.3% | +1.0% |
| 3M | +17.7% | +16.2% | +1.5% | +17.2% |
| 6M | +29.1% | +2.1% | +26.9% | +28.4% |
| YTD | +1.0% | +117.0% | -116.1% | -1.5% |
| 1Y | -21.6% | +313.9% | -335.5% | -25.0% |
| 3Y | -30.1% | +2,327.9% | -2,358.0% | -37.4% |
| 5Y | -20.7% | +1,040.6% | -1,061.4% | -28.0% |
| 10Y | +78.3% | +3,219.4% | -3,141.2% | +60.1% |
| All | +78.3% | +3,219.4% | -3,141.2% | +60.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling