+304.8%
SPY vs ALM
+2,040.7%
-1,735.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.2% | +6.9% | -0.2% |
| 7D | -0.6% | -6.3% | +5.7% | -0.4% |
| 30D | -3.7% | -31.4% | +27.7% | -2.7% |
| 3M | -2.7% | -40.6% | +37.8% | -1.6% |
| 6M | +2.2% | -58.6% | +60.8% | +4.1% |
| YTD | +10.8% | -7.6% | +18.4% | +10.5% |
| 1Y | +11.2% | +13.8% | -2.6% | +10.3% |
| 3Y | +76.5% | +842.1% | -765.6% | +65.4% |
| 5Y | +72.9% | +407.4% | -334.5% | +62.8% |
| 10Y | +304.8% | +2,079.4% | -1,774.6% | +274.2% |
| All | +304.8% | +2,040.7% | -1,735.9% | +274.2% |
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 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