+3,798.4%
ALM vs VO
+314.5%
+3,484.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.3% | +6.4% |
| 7D | +0.7% | -0.1% | +0.9% | +1.1% |
| 30D | -26.1% | +0.5% | -26.6% | -26.0% |
| 3M | -38.1% | -1.0% | -37.1% | -37.4% |
| 6M | -55.4% | +6.4% | -61.8% | -56.4% |
| YTD | -0.4% | +13.6% | -14.0% | -5.2% |
| 1Y | +25.4% | +14.5% | +10.9% | +19.0% |
| 3Y | +907.8% | +67.2% | +840.5% | +703.1% |
| 5Y | +440.2% | +36.1% | +404.1% | +368.2% |
| 10Y | +2,031.1% | +199.3% | +1,831.8% | +956.7% |
| All | +3,798.4% | +314.5% | +3,484.0% | -95.3% |
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