+620.5%
SPYG vs ALM
+3,551.9%
-2,931.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.6% | -0.9% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | -6.5% | -19.3% | +12.9% | -6.4% |
| 3M | -6.8% | -40.6% | +33.8% | -6.7% |
| 6M | -3.1% | -57.9% | +54.8% | -3.0% |
| YTD | +8.0% | -6.7% | +14.7% | +8.0% |
| 1Y | +10.2% | +20.2% | -9.9% | +10.1% |
| 3Y | +91.0% | +879.4% | -788.5% | +89.9% |
| 5Y | +67.7% | +415.3% | -347.5% | +66.9% |
| 10Y | +393.9% | +2,100.8% | -1,706.9% | +389.9% |
| All | +620.5% | +3,551.9% | -2,931.3% | +609.6% |
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