-21.6%
FDS vs ALM
+347.8%
-369.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.8% | -13.1% | -3.8% |
| 7D | -5.4% | +8.4% | -13.8% | -5.0% |
| 30D | +1.6% | +34.8% | -33.3% | +3.2% |
| 3M | +17.7% | +16.2% | +1.5% | +19.5% |
| 6M | +29.1% | +2.1% | +26.9% | +30.5% |
| YTD | +1.0% | +117.0% | -116.1% | +3.5% |
| 1Y | -21.6% | +313.9% | -335.5% | -17.9% |
| All | -21.6% | +347.8% | -369.4% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling