+1,104.0%
MAR vs ALM
+3,516.3%
-2,412.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.2% | +9.9% | +2.7% |
| 7D | +2.9% | -6.3% | +9.2% | +2.9% |
| 30D | +17.0% | -31.4% | +48.5% | +17.1% |
| 3M | +23.2% | -40.6% | +63.7% | +23.2% |
| 6M | +21.7% | -58.6% | +80.4% | +21.9% |
| YTD | +38.9% | -7.6% | +46.5% | +38.8% |
| 1Y | +48.7% | +13.8% | +34.8% | +48.6% |
| 3Y | +122.9% | +842.1% | -719.2% | +121.8% |
| 5Y | +177.5% | +407.4% | -229.9% | +176.2% |
| 10Y | +537.5% | +2,079.4% | -1,541.8% | +533.8% |
| All | +1,104.0% | +3,516.3% | -2,412.3% | +1,095.5% |
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 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