-15.7%
RMD vs ALM
+318.3%
-334.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -5.0% | -2.6% | -2.4% | -5.0% |
| 30D | +2.2% | +32.0% | -29.8% | +1.8% |
| 3M | +17.8% | -15.0% | +32.9% | +19.0% |
| 6M | -11.3% | -10.1% | -1.2% | -11.1% |
| YTD | -4.4% | +99.4% | -103.9% | -7.1% |
| 1Y | -15.7% | +316.4% | -332.1% | -23.5% |
| All | -15.7% | +318.3% | -334.1% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling