-22.2%
RMD vs ALM
+1,033.0%
-1,055.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.8% | -12.0% | -3.4% |
| 7D | -4.5% | +8.4% | -12.9% | -4.6% |
| 30D | +4.6% | +34.8% | -30.2% | +3.9% |
| 3M | +14.8% | +16.2% | -1.5% | +14.2% |
| 6M | -12.1% | +2.1% | -14.2% | -12.5% |
| YTD | -7.5% | +117.0% | -124.5% | -9.9% |
| 1Y | -20.1% | +313.9% | -333.9% | -23.7% |
| 3Y | +53.9% | +2,327.9% | -2,274.1% | +34.9% |
| 5Y | -22.2% | +1,040.6% | -1,062.8% | -30.4% |
| All | -22.2% | +1,033.0% | -1,055.2% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling