+120.1%
SPOT vs ALM
+410.2%
-290.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | +2.1% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +16.9% | -19.3% | +36.3% | +17.6% |
| 3M | +23.0% | -40.6% | +63.6% | +24.7% |
| 6M | +42.2% | -57.9% | +100.1% | +45.7% |
| YTD | +5.5% | -6.7% | +12.2% | +3.4% |
| 1Y | -5.1% | +20.2% | -25.2% | -8.3% |
| 3Y | +257.9% | +879.4% | -621.5% | +219.4% |
| All | +120.1% | +410.2% | -290.2% | +94.3% |
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