+3,798.4%
ALM vs EXEL
+1,416.7%
+2,381.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.1% | +4.9% | +8.0% |
| 7D | +0.7% | +2.3% | -1.5% | +0.7% |
| 30D | -26.1% | +19.8% | -45.9% | -26.5% |
| 3M | -38.1% | +32.7% | -70.8% | -38.7% |
| 6M | -55.4% | +49.0% | -104.4% | -56.0% |
| YTD | -0.4% | +63.7% | -64.1% | -1.9% |
| 1Y | +25.4% | +75.8% | -50.4% | +23.2% |
| 3Y | +907.8% | +241.3% | +666.5% | +870.4% |
| 5Y | +440.2% | +289.0% | +151.1% | +417.6% |
| 10Y | +2,031.1% | +377.6% | +1,653.5% | +1,978.1% |
| All | +3,798.4% | +1,416.7% | +2,381.7% | +13,060.9% |
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