+111.7%
SPOT vs ALM
+1,033.0%
-921.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.4% | -2.9% |
| 7D | -2.9% | +8.4% | -11.3% | -3.2% |
| 30D | +8.3% | +34.8% | -26.5% | +6.8% |
| 3M | +5.1% | +16.2% | -11.2% | +4.0% |
| 6M | -6.5% | +2.1% | -8.6% | -7.3% |
| YTD | -9.0% | +117.0% | -126.0% | -13.3% |
| 1Y | -26.4% | +313.9% | -340.3% | -32.5% |
| 3Y | +240.0% | +2,327.9% | -2,087.9% | +193.7% |
| 5Y | +111.7% | +1,040.6% | -928.9% | +81.0% |
| All | +111.7% | +1,033.0% | -921.3% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling