-4.7%
RMD vs ALM
+21.0%
-25.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | +0.2% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +2.5% | -26.1% | +28.5% | +2.4% |
| 3M | +11.5% | -38.1% | +49.7% | +11.3% |
| 6M | +14.7% | -55.4% | +70.1% | +15.5% |
| YTD | -1.3% | -0.4% | -0.9% | -2.5% |
| All | -4.7% | +21.0% | -25.8% | -6.1% |
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