-85.6%
SMR vs ALM
+44.8%
-130.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.6% | -5.0% |
| 7D | -9.5% | -6.4% | -3.1% | -6.7% |
| 30D | -33.2% | -35.0% | +1.8% | -18.5% |
| 3M | -45.9% | -33.8% | -12.1% | -34.8% |
| 6M | -57.9% | -55.0% | -2.9% | -41.1% |
| YTD | -63.8% | -0.2% | -63.6% | -62.6% |
| 1Y | -85.6% | +41.8% | -127.4% | -86.9% |
| All | -85.6% | +44.8% | -130.4% | -86.9% |
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