-22.9%
SPOT vs ALM
+318.3%
-341.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -3.1% |
| 7D | -0.9% | -2.6% | +1.7% | -0.9% |
| 30D | +12.5% | +32.0% | -19.5% | +11.6% |
| 3M | +9.9% | -15.0% | +24.9% | +11.0% |
| 6M | +1.6% | -10.1% | +11.7% | +1.8% |
| YTD | -6.6% | +99.4% | -106.0% | -10.4% |
| 1Y | -22.9% | +316.4% | -339.3% | -28.8% |
| All | -22.9% | +318.3% | -341.3% | -28.8% |
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