+3,431.9%
ALM vs SUI
+289.7%
+3,142.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.2% | -9.8% |
| 7D | -14.5% | +8.8% | -23.3% | -16.8% |
| 30D | -39.0% | +8.9% | -48.0% | -40.8% |
| 3M | -40.3% | +2.0% | -42.3% | -40.8% |
| 6M | -60.3% | -0.6% | -59.7% | -60.6% |
| YTD | -9.8% | +1.3% | -11.1% | -11.2% |
| 1Y | +30.8% | +1.3% | +29.5% | +28.7% |
| 3Y | +772.4% | +16.3% | +756.1% | +709.6% |
| 5Y | +390.7% | -25.1% | +415.8% | +416.8% |
| 10Y | +2,028.5% | +121.1% | +1,907.4% | +946.9% |
| All | +3,431.9% | +289.7% | +3,142.2% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling