+428.8%
MAR vs ALM
+3,082.3%
-2,653.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +0.9% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | -4.7% | +33.8% | -38.5% | -5.4% |
| 3M | -15.6% | +14.8% | -30.4% | -16.0% |
| 6M | +1.2% | -7.0% | +8.2% | +0.9% |
| YTD | +7.5% | +108.1% | -100.6% | +5.0% |
| 1Y | +26.6% | +313.8% | -287.1% | +21.2% |
| 3Y | +66.0% | +2,227.6% | -2,161.7% | +48.2% |
| 5Y | +154.1% | +956.6% | -802.5% | +131.0% |
| All | +428.8% | +3,082.3% | -2,653.5% | +353.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling