+877.5%
SPGI vs ALM
+7,705.7%
-6,828.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +8.4% | +32.0% | -23.6% | +8.3% |
| 3M | +11.8% | -15.0% | +26.9% | +11.8% |
| 6M | +5.7% | -10.1% | +15.8% | +5.7% |
| YTD | -9.7% | +99.4% | -109.1% | -9.9% |
| 1Y | -12.5% | +316.4% | -328.8% | -12.8% |
| 3Y | +21.8% | +2,022.0% | -2,000.2% | +20.9% |
| 5Y | +8.2% | +941.2% | -933.0% | +7.4% |
| 10Y | +309.5% | +2,950.3% | -2,640.8% | +305.8% |
| All | +877.5% | +7,705.7% | -6,828.3% | +868.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling