+42.2%
SPOT vs ALM
-62.1%
+104.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.4% | +2.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.7% |
| 30D | +16.9% | -19.3% | +36.3% | +15.4% |
| 3M | +23.0% | -40.6% | +63.6% | +19.0% |
| 6M | +42.2% | -57.9% | +100.1% | +39.5% |
| All | +42.2% | -62.1% | +104.2% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling