+3,507.4%
ALM vs VO
+303.4%
+3,204.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -6.7% | -2.6% | -4.1% | -5.0% |
| 30D | -32.9% | -0.9% | -31.9% | -32.3% |
| 3M | -39.5% | -3.0% | -36.5% | -38.1% |
| 6M | -62.0% | +2.2% | -64.2% | -61.9% |
| YTD | -7.8% | +10.6% | -18.4% | -10.9% |
| 1Y | +26.7% | +12.5% | +14.2% | +21.6% |
| 3Y | +825.4% | +61.4% | +764.0% | +652.0% |
| 5Y | +401.2% | +33.4% | +367.8% | +339.7% |
| 10Y | +2,074.0% | +201.5% | +1,872.5% | +957.2% |
| All | +3,507.4% | +303.4% | +3,204.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling