+83.1%
SM vs ALM
+19.0%
+64.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | +0.5% |
| 7D | +9.4% | +1.2% | +8.2% | +9.6% |
| 30D | -14.4% | -19.3% | +5.0% | -15.5% |
| 3M | +1.6% | -40.6% | +42.2% | -1.3% |
| 6M | +6.3% | -57.9% | +64.3% | +2.6% |
| YTD | +78.8% | -6.7% | +85.5% | +82.0% |
| 1Y | +83.1% | +20.2% | +63.0% | +95.6% |
| All | +83.1% | +19.0% | +64.2% | +95.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling