+394.4%
ALM vs VO
+32.6%
+361.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -6.7% | -2.6% | -4.1% | -4.5% |
| 30D | -32.9% | -0.9% | -31.9% | -32.1% |
| 3M | -39.5% | -3.0% | -36.5% | -37.6% |
| 6M | -62.0% | +2.2% | -64.2% | -61.9% |
| YTD | -7.8% | +10.6% | -18.4% | -11.3% |
| 1Y | +26.7% | +12.5% | +14.2% | +20.9% |
| 3Y | +825.4% | +61.4% | +764.0% | +671.4% |
| All | +394.4% | +32.6% | +361.7% | +314.2% |
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 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