+11.6%
SPY vs ALM
+21.0%
-9.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +1.8% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -3.3% | -26.1% | +22.8% | -1.7% |
| 3M | -2.4% | -38.1% | +35.7% | -0.1% |
| 6M | +2.6% | -55.4% | +58.0% | +6.3% |
| YTD | +11.2% | -0.4% | +11.6% | +11.1% |
| All | +11.6% | +21.0% | -9.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling