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  • ALM vs EFV✓SelectedUSD · EFVALM vs EFV performance historyLatest closeAs of-1.51%09/04
Stock and ETF performance explorer

ALM vs EFV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
EFV return
+173.8%
Excess return
+7,531.9%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEFVExcessAlpha
1D-1.5%-0.1%-1.4%-1.4%
7D-2.6%+1.5%-4.1%-3.3%
30D+32.0%+1.7%+30.3%+30.9%
3M-15.0%+8.6%-23.7%-18.0%
6M-10.1%+11.7%-21.8%-13.7%
YTD+99.4%+19.3%+80.2%+86.4%
1Y+316.4%+30.2%+286.1%+276.2%
3Y+2,022.0%+91.6%+1,930.4%+1,574.4%
5Y+941.2%+96.4%+844.8%+714.1%
10Y+2,950.3%+166.5%+2,783.9%+1,998.4%
All+7,705.7%+173.8%+7,531.9%+1,122.9%

Cumulative growth

Daily Returns

Daily percentage return beside EFV.

Daily Out/Under-Performance

Portfolio return minus EFV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EFV 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 EFV 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