+846.1%
MAR vs ALM
+7,705.7%
-6,859.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -4.2% | -2.6% | -1.5% | -4.1% |
| 30D | -6.7% | +32.0% | -38.7% | -6.7% |
| 3M | -12.5% | -15.0% | +2.6% | -12.5% |
| 6M | +0.6% | -10.1% | +10.7% | +0.6% |
| YTD | +9.1% | +99.4% | -90.3% | +9.0% |
| 1Y | +26.2% | +316.4% | -290.1% | +25.9% |
| 3Y | +68.2% | +2,022.0% | -1,953.8% | +67.1% |
| 5Y | +163.9% | +941.2% | -777.3% | +162.5% |
| 10Y | +420.6% | +2,950.3% | -2,529.8% | +417.0% |
| All | +846.1% | +7,705.7% | -6,859.7% | +838.3% |
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 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