+825.4%
ALM vs EXEL
+231.1%
+594.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +2.0% |
| 7D | -6.7% | +0.3% | -6.9% | -6.6% |
| 30D | -32.9% | +19.0% | -51.9% | -33.9% |
| 3M | -39.5% | +33.3% | -72.8% | -41.0% |
| 6M | -62.0% | +42.9% | -104.8% | -63.1% |
| YTD | -7.8% | +58.7% | -66.6% | -11.2% |
| 1Y | +26.7% | +70.5% | -43.8% | +21.8% |
| 3Y | +825.4% | +233.8% | +591.5% | +675.4% |
| All | +825.4% | +231.1% | +594.2% | +675.4% |
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