+17.4%
ALM vs SUI
-3.4%
+20.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.1% |
| 7D | -7.2% | -2.4% | -4.7% | -7.7% |
| 30D | -26.4% | +3.3% | -29.7% | -25.9% |
| 3M | -38.6% | +0.7% | -39.3% | -38.7% |
| 6M | -61.0% | -4.1% | -56.9% | -61.3% |
| YTD | -7.4% | -1.8% | -5.6% | -4.9% |
| All | +17.4% | -3.4% | +20.8% | +20.2% |
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