+75.7%
SPYM vs ALM
+456.2%
-380.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | -0.9% | -7.2% | +6.2% | -0.7% |
| 30D | -2.4% | -26.4% | +24.0% | -1.3% |
| 3M | -1.1% | -38.6% | +37.5% | +0.4% |
| 6M | +3.3% | -61.0% | +64.3% | +6.1% |
| YTD | +12.4% | -7.4% | +19.7% | +12.0% |
| 1Y | +12.5% | +14.0% | -1.4% | +11.4% |
| 3Y | +79.1% | +844.4% | -765.3% | +65.1% |
| 5Y | +75.7% | +410.8% | -335.1% | +63.6% |
| All | +75.7% | +456.2% | -380.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling