+77.7%
SPY vs ALM
+909.2%
-831.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | -2.0% | -19.3% | +17.4% | -1.2% |
| 3M | -2.8% | -40.6% | +37.9% | -1.0% |
| 6M | +2.1% | -57.9% | +60.1% | +5.0% |
| YTD | +11.5% | -6.7% | +18.2% | +11.2% |
| 1Y | +13.5% | +20.2% | -6.7% | +12.1% |
| 3Y | +77.7% | +879.4% | -801.7% | +67.8% |
| All | +77.7% | +909.2% | -831.5% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling