+2,217.2%
ALM vs VLTO
+27.2%
+2,190.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.7% |
| 7D | -2.6% | -2.3% | -0.3% | -2.9% |
| 30D | +32.0% | -0.9% | +32.9% | +31.9% |
| 3M | -15.0% | +13.8% | -28.9% | -14.1% |
| 6M | -10.1% | +2.0% | -12.1% | -9.4% |
| YTD | +99.4% | -3.2% | +102.6% | +99.2% |
| 1Y | +316.4% | -9.2% | +325.5% | +313.2% |
| All | +2,217.2% | +27.2% | +2,190.0% | +2,472.1% |
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