+25.5%
FDS vs ALM
+14.6%
+10.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -2.1% | -7.2% | +5.0% | -2.5% |
| 30D | +16.0% | -26.4% | +42.4% | +14.2% |
| 3M | +18.8% | -38.6% | +57.4% | +16.5% |
| 6M | +54.1% | -61.0% | +115.1% | +49.9% |
| YTD | +17.0% | -7.4% | +24.4% | +20.7% |
| 1Y | +25.5% | +14.0% | +11.6% | +32.1% |
| All | +25.5% | +14.6% | +10.9% | +32.1% |
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 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