+7,705.7%
ALM vs SUI
+277.4%
+7,428.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.6% | -2.8% | +0.2% | -1.7% |
| 30D | +32.0% | -1.2% | +33.2% | +32.5% |
| 3M | -15.0% | -1.7% | -13.3% | -15.3% |
| 6M | -10.1% | -10.5% | +0.3% | -7.4% |
| YTD | +99.4% | -1.8% | +101.3% | +98.8% |
| 1Y | +316.4% | -4.1% | +320.4% | +317.4% |
| 3Y | +2,022.0% | +11.3% | +2,010.7% | +1,902.4% |
| 5Y | +941.2% | -32.1% | +973.3% | +1,038.2% |
| 10Y | +2,950.3% | +110.4% | +2,839.9% | +1,435.8% |
| All | +7,705.7% | +277.4% | +7,428.3% | +632.6% |
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