+1,993.5%
ALM vs VO
+56.6%
+1,936.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.3% |
| 30D | +32.0% | -0.3% | +32.3% | +32.6% |
| 3M | -15.0% | +2.9% | -18.0% | -17.2% |
| 6M | -10.1% | +9.3% | -19.5% | -17.5% |
| YTD | +99.4% | +14.2% | +85.2% | +76.8% |
| 1Y | +316.4% | +15.3% | +301.1% | +267.7% |
| All | +1,993.5% | +56.6% | +1,936.9% | +1,739.4% |
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 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