+7,705.7%
ALM vs EXEL
+1,147.6%
+6,558.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 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