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

ALM vs EXR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,705.7%
EXR return
+424.2%
Excess return
+7,281.5%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEXRExcessAlpha
1D-1.5%-1.2%-0.3%-1.4%
7D-2.6%-2.6%0.0%-2.3%
30D+32.0%-7.2%+39.2%+33.0%
3M-15.0%-3.5%-11.5%-14.9%
6M-10.1%-5.3%-4.8%-9.8%
YTD+99.4%+9.4%+90.1%+97.6%
1Y+316.4%+1.3%+315.0%+315.1%
3Y+2,022.0%+22.4%+1,999.6%+1,979.4%
5Y+941.2%-12.2%+953.4%+931.2%
10Y+2,950.3%+148.6%+2,801.8%+2,975.9%
All+7,705.7%+424.2%+7,281.5%+5,595.7%

Cumulative growth

Daily Returns

Daily percentage return beside EXR.

Daily Out/Under-Performance

Portfolio return minus EXR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EXR 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 EXR 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