+469.6%
RMD vs ALM
+7,705.7%
-7,236.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -5.0% | -2.6% | -2.4% | -5.0% |
| 30D | +2.2% | +32.0% | -29.8% | +2.2% |
| 3M | +17.8% | -15.0% | +32.9% | +17.9% |
| 6M | -11.3% | -10.1% | -1.2% | -11.3% |
| YTD | -4.4% | +99.4% | -103.9% | -4.5% |
| 1Y | -15.7% | +316.4% | -332.1% | -15.8% |
| 3Y | +47.7% | +2,022.0% | -1,974.2% | +47.5% |
| 5Y | -19.2% | +941.2% | -960.4% | -19.4% |
| 10Y | +280.4% | +2,950.3% | -2,670.0% | +280.1% |
| All | +469.6% | +7,705.7% | -7,236.1% | +468.9% |
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