+319.7%
SPY vs ALM
+3,082.3%
-2,762.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.4% |
| 7D | -0.4% | +3.6% | -4.0% | -0.5% |
| 30D | -1.4% | +33.8% | -35.2% | -2.2% |
| 3M | +3.7% | +14.8% | -11.1% | +3.1% |
| 6M | +13.0% | -7.0% | +20.0% | +12.6% |
| YTD | +12.4% | +108.1% | -95.7% | +9.8% |
| 1Y | +18.5% | +313.8% | -295.2% | +13.7% |
| 3Y | +77.6% | +2,227.6% | -2,150.0% | +62.5% |
| 5Y | +81.7% | +956.6% | -875.0% | +67.8% |
| 10Y | +319.7% | +3,082.3% | -2,762.6% | +278.9% |
| All | +319.7% | +3,082.3% | -2,762.6% | +278.9% |
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