+264.0%
SPOT vs ALM
+1,892.1%
-1,628.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -3.1% |
| 7D | -0.9% | -2.6% | +1.7% | -0.8% |
| 30D | +12.5% | +32.0% | -19.5% | +10.6% |
| 3M | +9.9% | -15.0% | +24.9% | +10.2% |
| 6M | +1.6% | -10.1% | +11.7% | +0.9% |
| YTD | -6.6% | +99.4% | -106.0% | -11.7% |
| 1Y | -22.9% | +316.4% | -339.3% | -30.8% |
| 3Y | +244.3% | +2,022.0% | -1,777.7% | +174.1% |
| 5Y | +117.8% | +941.2% | -823.4% | +77.6% |
| All | +264.0% | +1,892.1% | -1,628.0% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling