+250.1%
SPOT vs ALM
+1,778.7%
-1,528.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | +0.3% |
| 7D | -6.9% | -7.1% | +0.3% | -6.5% |
| 30D | +4.1% | +24.7% | -20.5% | +2.7% |
| 3M | +3.7% | +8.3% | -4.6% | +2.6% |
| 6M | -1.6% | -22.2% | +20.6% | -1.5% |
| YTD | -10.2% | +88.1% | -98.2% | -14.9% |
| 1Y | -25.9% | +272.4% | -298.3% | -33.1% |
| 3Y | +235.6% | +2,004.1% | -1,768.5% | +167.1% |
| 5Y | +110.6% | +915.8% | -805.2% | +71.8% |
| All | +250.1% | +1,778.7% | -1,528.6% | +172.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling