-24.2%
FDS vs ALM
+410.2%
-434.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.3% |
| 7D | +1.5% | +1.2% | +0.2% | +1.5% |
| 30D | +14.8% | -19.3% | +34.2% | +14.8% |
| 3M | +16.3% | -40.6% | +56.9% | +16.4% |
| 6M | +66.2% | -57.9% | +124.1% | +66.7% |
| YTD | +16.2% | -6.7% | +22.9% | +14.9% |
| 1Y | +21.8% | +20.2% | +1.7% | +19.8% |
| 3Y | -23.9% | +879.4% | -903.3% | -28.6% |
| All | -24.2% | +410.2% | -434.4% | -28.6% |
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