+237.2%
FDS vs ALM
+7,705.7%
-7,468.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +18.9% | -15.0% | +33.9% | +18.9% |
| 6M | +35.1% | -10.1% | +45.3% | +35.1% |
| YTD | +5.5% | +99.4% | -93.9% | +5.2% |
| 1Y | -16.8% | +316.4% | -333.2% | -17.3% |
| 3Y | -28.1% | +2,022.0% | -2,050.0% | -29.0% |
| 5Y | -17.4% | +941.2% | -958.6% | -18.3% |
| 10Y | +85.4% | +2,950.3% | -2,864.9% | +82.3% |
| All | +237.2% | +7,705.7% | -7,468.5% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling