+41.8%
ALM vs SUI
+1.6%
+40.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +2.1% |
| 7D | -6.4% | +10.0% | -16.4% | -4.6% |
| 30D | -35.0% | +8.4% | -43.4% | -34.2% |
| 3M | -33.8% | +0.7% | -34.5% | -34.1% |
| 6M | -55.0% | -0.9% | -54.1% | -55.1% |
| YTD | -0.2% | +0.6% | -0.9% | +1.9% |
| 1Y | +41.8% | +0.8% | +41.0% | +41.0% |
| All | +41.8% | +1.6% | +40.1% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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