+948.2%
ALM vs VO
+42.6%
+905.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.6% | -0.3% | -2.3% | -2.4% |
| 30D | +32.0% | -0.3% | +32.3% | +32.4% |
| 3M | -15.0% | +2.9% | -18.0% | -16.2% |
| 6M | -10.1% | +9.3% | -19.5% | -14.4% |
| YTD | +99.4% | +14.2% | +85.2% | +86.0% |
| 1Y | +316.4% | +15.3% | +301.1% | +287.7% |
| 3Y | +2,022.0% | +56.2% | +1,965.7% | +1,647.6% |
| All | +948.2% | +42.6% | +905.5% | +746.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling