+79.3%
SPYM vs ALM
+901.8%
-822.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | -0.9% | -7.2% | +6.2% | -0.6% |
| 30D | -2.4% | -26.4% | +24.0% | -1.2% |
| 3M | -1.1% | -38.6% | +37.5% | +0.6% |
| 6M | +3.3% | -61.0% | +64.3% | +6.5% |
| YTD | +12.4% | -7.4% | +19.7% | +12.2% |
| 1Y | +12.5% | +14.0% | -1.4% | +11.5% |
| All | +79.3% | +901.8% | -822.5% | +69.9% |
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 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