+486.1%
SPYM vs ALM
+8,394.4%
-7,908.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.8% | -9.4% | -0.6% |
| 7D | +0.6% | +8.4% | -7.8% | +0.6% |
| 30D | -0.9% | +34.8% | -35.8% | -1.0% |
| 3M | +3.9% | +16.2% | -12.3% | +3.8% |
| 6M | +14.5% | +2.1% | +12.4% | +14.5% |
| YTD | +13.0% | +117.0% | -104.0% | +12.7% |
| 1Y | +19.4% | +313.9% | -294.4% | +19.0% |
| 3Y | +78.9% | +2,327.9% | -2,249.1% | +77.4% |
| 5Y | +82.3% | +1,040.6% | -958.3% | +81.0% |
| 10Y | +314.7% | +3,219.4% | -2,904.7% | +310.5% |
| All | +486.1% | +8,394.4% | -7,908.3% | +475.7% |
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