+2,131.1%
ALM vs EXEL
+164.9%
+1,966.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.6% | +8.4% | -11.0% | -3.5% |
| 30D | +32.0% | +4.1% | +27.9% | +31.3% |
| 3M | -15.0% | +12.4% | -27.5% | -16.1% |
| 6M | -10.1% | +41.5% | -51.7% | -13.1% |
| YTD | +99.4% | +34.6% | +64.8% | +93.3% |
| 1Y | +316.4% | +57.9% | +258.5% | +298.5% |
| All | +2,131.1% | +164.9% | +1,966.3% | +1,640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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