+773.7%
MOD vs ALM
+3,431.9%
-2,658.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.6% | +2.3% | -7.3% |
| 7D | -34.2% | -14.5% | -19.6% | -34.1% |
| 30D | -51.9% | -39.0% | -12.8% | -51.8% |
| 3M | -53.0% | -40.3% | -12.8% | -53.0% |
| 6M | -66.4% | -60.3% | -6.0% | -66.3% |
| YTD | -31.5% | -9.8% | -21.8% | -31.4% |
| 1Y | -39.6% | +30.8% | -70.3% | -39.5% |
| 3Y | +116.8% | +772.4% | -655.6% | +117.6% |
| 5Y | +713.8% | +390.7% | +323.1% | +716.6% |
| 10Y | +882.7% | +2,028.5% | -1,145.8% | +894.3% |
| All | +773.7% | +3,431.9% | -2,658.2% | +807.9% |
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 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