-79.9%
SMR vs ALM
+19.0%
-98.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.1% | -7.3% |
| 7D | -8.3% | +1.2% | -9.5% | -9.1% |
| 30D | -20.1% | -19.3% | -0.7% | -11.2% |
| 3M | -52.7% | -40.6% | -12.0% | -38.8% |
| 6M | -61.0% | -57.9% | -3.1% | -42.1% |
| YTD | -67.1% | -6.7% | -60.4% | -66.5% |
| 1Y | -79.9% | +20.2% | -100.0% | -82.0% |
| All | -79.9% | +19.0% | -98.8% | -82.0% |
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