+498.8%
MAR vs ALM
+2,100.8%
-1,602.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +13.8% | -19.3% | +33.1% | +14.3% |
| 3M | +20.3% | -40.6% | +60.9% | +21.4% |
| 6M | +21.3% | -57.9% | +79.2% | +23.2% |
| YTD | +37.2% | -6.7% | +43.9% | +36.2% |
| 1Y | +48.4% | +20.2% | +28.3% | +46.3% |
| 3Y | +120.1% | +879.4% | -759.3% | +101.0% |
| 5Y | +182.1% | +415.3% | -233.2% | +160.1% |
| All | +498.8% | +2,100.8% | -1,602.0% | +420.9% |
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 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