+130.2%
FDS vs ALM
+2,084.7%
-1,954.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -2.1% | -7.2% | +5.0% | -2.1% |
| 30D | +16.0% | -26.4% | +42.4% | +16.5% |
| 3M | +18.8% | -38.6% | +57.4% | +19.5% |
| 6M | +54.1% | -61.0% | +115.1% | +56.0% |
| YTD | +17.0% | -7.4% | +24.4% | +15.7% |
| 1Y | +25.5% | +14.0% | +11.6% | +23.4% |
| 3Y | -23.3% | +844.4% | -867.8% | -29.6% |
| 5Y | -22.6% | +410.8% | -433.4% | -28.6% |
| 10Y | +130.2% | +2,084.7% | -1,954.5% | +101.9% |
| All | +130.2% | +2,084.7% | -1,954.5% | +101.9% |
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