-16.7%
FDS vs ALM
+951.0%
-967.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.5% |
| 7D | -1.9% | -2.6% | +0.7% | -1.9% |
| 30D | +9.0% | +32.0% | -23.0% | +9.0% |
| 3M | +18.9% | -15.0% | +33.9% | +19.2% |
| 6M | +35.1% | -10.1% | +45.3% | +35.1% |
| YTD | +5.5% | +99.4% | -93.9% | +4.1% |
| 1Y | -16.8% | +316.4% | -333.2% | -19.3% |
| 3Y | -28.1% | +2,022.0% | -2,050.0% | -33.1% |
| All | -16.7% | +951.0% | -967.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling