-62.0%
ALM vs EXEL
+45.9%
-107.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +1.9% |
| 7D | -6.7% | +0.3% | -6.9% | -6.3% |
| 30D | -32.9% | +19.0% | -51.9% | -34.9% |
| 3M | -39.5% | +33.3% | -72.8% | -43.1% |
| 6M | -62.0% | +42.9% | -104.8% | -63.5% |
| All | -62.0% | +45.9% | -107.9% | -63.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling