+41.8%
ALM vs VO
+16.3%
+25.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | -1.6% |
| 7D | -6.4% | +1.0% | -7.4% | -9.2% |
| 30D | -35.0% | +2.6% | -37.6% | -39.8% |
| 3M | -33.8% | -0.3% | -33.5% | -32.9% |
| 6M | -55.0% | +7.6% | -62.6% | -62.3% |
| YTD | -0.2% | +14.7% | -15.0% | -26.1% |
| 1Y | +41.8% | +16.4% | +25.3% | +1.4% |
| All | +41.8% | +16.3% | +25.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling