-22.7%
FDS vs ALM
+396.4%
-419.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -3.7% |
| 7D | -0.5% | -6.7% | +6.2% | -0.5% |
| 30D | +20.2% | -32.9% | +53.1% | +20.2% |
| 3M | +19.9% | -39.5% | +59.4% | +19.9% |
| 6M | +56.2% | -62.0% | +118.1% | +56.8% |
| YTD | +14.6% | -7.8% | +22.4% | +13.2% |
| 1Y | +31.6% | +26.7% | +4.9% | +29.2% |
| 3Y | -23.8% | +825.4% | -849.2% | -28.5% |
| All | -22.7% | +396.4% | -419.2% | -27.1% |
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 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