+156.4%
MAR vs ALM
+1,033.0%
-876.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -2.4% |
| 7D | -1.7% | +8.4% | -10.1% | -1.9% |
| 30D | -6.9% | +34.8% | -41.7% | -7.4% |
| 3M | -15.8% | +16.2% | -32.1% | -16.1% |
| 6M | +1.9% | +2.1% | -0.2% | +1.6% |
| YTD | +6.6% | +117.0% | -110.4% | +4.9% |
| 1Y | +23.7% | +313.9% | -290.2% | +19.9% |
| 3Y | +64.6% | +2,327.9% | -2,263.3% | +49.2% |
| 5Y | +156.4% | +1,040.6% | -884.3% | +143.3% |
| All | +156.4% | +1,033.0% | -876.7% | +143.3% |
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 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