+948.5%
ALM vs VLTO
+54.1%
+894.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.6% |
| 7D | -14.5% | +12.0% | -26.5% | -12.8% |
| 30D | -39.0% | +20.8% | -59.9% | -37.1% |
| 3M | -40.3% | +20.1% | -60.4% | -38.4% |
| 6M | -60.3% | +32.6% | -92.9% | -58.6% |
| YTD | -9.8% | +17.3% | -27.1% | -7.0% |
| 1Y | +30.8% | +17.3% | +13.5% | +34.6% |
| 3Y | +772.4% | +66.9% | +705.5% | +1,048.5% |
| All | +948.5% | +54.1% | +894.3% | +1,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling