+487.2%
SPY vs ALM
+7,705.7%
-7,218.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.1% | +32.0% | -32.0% | 0.0% |
| 3M | +2.0% | -15.0% | +17.0% | +2.0% |
| 6M | +13.0% | -10.1% | +23.1% | +13.0% |
| YTD | +13.5% | +99.4% | -85.9% | +13.3% |
| 1Y | +20.0% | +316.4% | -296.4% | +19.5% |
| 3Y | +77.2% | +2,022.0% | -1,944.8% | +75.7% |
| 5Y | +81.9% | +941.2% | -859.3% | +80.5% |
| 10Y | +314.1% | +2,950.3% | -2,636.3% | +309.7% |
| All | +487.2% | +7,705.7% | -7,218.6% | +476.2% |
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