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

ALM vs EXEL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
EXEL return
+1,147.6%
Excess return
+6,558.2%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEXELExcessAlpha
1D-1.5%-0.2%-1.3%-1.5%
7D-2.6%+8.4%-11.0%-2.9%
30D+32.0%+4.1%+27.9%+31.8%
3M-15.0%+12.4%-27.5%-15.3%
6M-10.1%+41.5%-51.7%-11.0%
YTD+99.4%+34.6%+64.8%+97.6%
1Y+316.4%+57.9%+258.5%+310.6%
3Y+2,022.0%+159.5%+1,862.5%+1,959.0%
5Y+941.2%+198.5%+742.7%+904.9%
10Y+2,950.3%+411.4%+2,539.0%+2,954.1%
All+7,705.7%+1,147.6%+6,558.2%+26,412.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling