+1,057.3%
ALM vs VLTO
+56.1%
+1,001.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.2% | +8.2% |
| 7D | +0.7% | +2.0% | -1.3% | +1.1% |
| 30D | -26.1% | +21.8% | -47.9% | -23.6% |
| 3M | -38.1% | +20.2% | -58.3% | -36.2% |
| 6M | -55.4% | +36.3% | -91.7% | -53.4% |
| YTD | -0.4% | +18.8% | -19.2% | +2.9% |
| 1Y | +25.4% | +20.4% | +5.0% | +29.5% |
| 3Y | +907.8% | +71.9% | +835.8% | +1,262.3% |
| All | +1,057.3% | +56.1% | +1,001.1% | +1,228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling