+129.4%
FDS vs ALM
+1,942.8%
-1,813.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.5% | -0.9% |
| 7D | -2.6% | -4.0% | +1.5% | -2.5% |
| 30D | +14.1% | -30.5% | +44.6% | +14.6% |
| 3M | +19.8% | -46.9% | +66.7% | +20.7% |
| 6M | +55.0% | -65.5% | +120.5% | +57.2% |
| YTD | +15.9% | -13.4% | +29.3% | +14.7% |
| 1Y | +24.2% | +9.8% | +14.4% | +22.1% |
| 3Y | -24.0% | +783.1% | -807.1% | -30.2% |
| 5Y | -23.3% | +378.3% | -401.6% | -29.2% |
| All | +129.4% | +1,942.8% | -1,813.4% | +101.5% |
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 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