+825.4%
ALM vs VLTO
+69.5%
+755.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.2% |
| 7D | -6.7% | +5.4% | -12.1% | -6.4% |
| 30D | -32.9% | +22.3% | -55.2% | -32.4% |
| 3M | -39.5% | +19.6% | -59.1% | -39.1% |
| 6M | -62.0% | +35.2% | -97.1% | -62.0% |
| YTD | -7.8% | +17.9% | -25.7% | -7.0% |
| 1Y | +26.7% | +19.5% | +7.2% | +27.5% |
| 3Y | +825.4% | +73.9% | +751.4% | +880.0% |
| All | +825.4% | +69.5% | +755.9% | +880.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling