+825.4%
ALM vs VO
+60.2%
+765.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.3% |
| 7D | -6.7% | -2.6% | -4.1% | -2.7% |
| 30D | -32.9% | -0.9% | -31.9% | -31.5% |
| 3M | -39.5% | -3.0% | -36.5% | -36.2% |
| 6M | -62.0% | +2.2% | -64.2% | -61.9% |
| YTD | -7.8% | +10.6% | -18.4% | -14.1% |
| 1Y | +26.7% | +12.5% | +14.2% | +16.4% |
| 3Y | +825.4% | +61.4% | +764.0% | +671.2% |
| All | +825.4% | +60.2% | +765.2% | +671.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling