+264.9%
FDS vs ALM
+3,798.4%
-3,533.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.4% | -0.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | +13.8% | -26.1% | +39.8% | +13.8% |
| 3M | +14.8% | -38.1% | +53.0% | +15.0% |
| 6M | +47.4% | -55.4% | +102.8% | +47.6% |
| YTD | +14.2% | -0.4% | +14.5% | +14.0% |
| 1Y | +26.6% | +25.4% | +1.3% | +26.4% |
| 3Y | -24.4% | +907.8% | -932.2% | -25.2% |
| 5Y | -22.6% | +440.2% | -462.8% | -23.4% |
| 10Y | +130.0% | +2,031.1% | -1,901.2% | +126.4% |
| All | +264.9% | +3,798.4% | -3,533.6% | +254.3% |
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