-81.6%
SMR vs ALM
+12.3%
-93.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.2% | -0.3% |
| 7D | -2.8% | -6.3% | +3.5% | +1.0% |
| 30D | -27.5% | -31.4% | +3.9% | -12.2% |
| 3M | -43.1% | -40.6% | -2.6% | -26.6% |
| 6M | -58.4% | -58.6% | +0.2% | -38.0% |
| YTD | -63.2% | -7.6% | -55.6% | -62.8% |
| 1Y | -81.6% | +13.8% | -95.5% | -83.4% |
| All | -81.6% | +12.3% | -93.9% | -83.4% |
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