+348.7%
RMD vs ALM
+2,221.4%
-1,872.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | 0.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +2.5% | -26.1% | +28.5% | +3.0% |
| 3M | +11.5% | -38.1% | +49.7% | +12.3% |
| 6M | +14.7% | -55.4% | +70.1% | +15.9% |
| YTD | -1.3% | -0.4% | -0.9% | -2.1% |
| 1Y | -5.3% | +25.4% | -30.6% | -6.6% |
| 3Y | +68.8% | +907.8% | -839.0% | +57.3% |
| 5Y | -5.9% | +440.2% | -446.0% | -11.8% |
| 10Y | +348.7% | +2,031.1% | -1,682.5% | +298.4% |
| All | +348.7% | +2,221.4% | -1,872.8% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling