+1,072.8%
MAR vs ALM
+3,798.4%
-2,725.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | +0.2% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | +14.0% | -26.1% | +40.1% | +14.1% |
| 3M | +18.1% | -38.1% | +56.2% | +18.2% |
| 6M | +18.6% | -55.4% | +74.0% | +18.7% |
| YTD | +35.3% | -0.4% | +35.7% | +35.2% |
| 1Y | +44.5% | +25.4% | +19.1% | +44.3% |
| 3Y | +120.7% | +907.8% | -787.0% | +119.6% |
| 5Y | +164.1% | +440.2% | -276.1% | +162.9% |
| 10Y | +515.5% | +2,031.1% | -1,515.7% | +511.9% |
| All | +1,072.8% | +3,798.4% | -2,725.6% | +1,064.4% |
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