+484.0%
RMD vs ALM
+3,516.3%
-3,032.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.7% |
| 7D | +3.1% | -6.3% | +9.4% | +3.1% |
| 30D | +1.8% | -31.4% | +33.2% | +1.8% |
| 3M | +6.7% | -40.6% | +47.3% | +6.7% |
| 6M | +13.9% | -58.6% | +72.5% | +13.9% |
| YTD | -2.0% | -7.6% | +5.6% | -2.0% |
| 1Y | -5.4% | +13.8% | -19.2% | -5.4% |
| 3Y | +67.4% | +842.1% | -774.8% | +67.1% |
| 5Y | -5.7% | +407.4% | -413.1% | -5.9% |
| 10Y | +338.4% | +2,079.4% | -1,741.0% | +338.3% |
| All | +484.0% | +3,516.3% | -3,032.3% | +483.5% |
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 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