+896.2%
ALM vs VSXY
+42.7%
+853.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.9% | +5.0% | +8.4% |
| 7D | +8.4% | -6.8% | +15.2% | +9.1% |
| 30D | +34.8% | -20.4% | +55.2% | +37.7% |
| 3M | +16.2% | +2.9% | +13.3% | +15.4% |
| 6M | +2.1% | +67.9% | -65.8% | -4.3% |
| YTD | +117.0% | +44.9% | +72.2% | +105.5% |
| 1Y | +313.9% | +205.9% | +107.9% | +269.1% |
| 3Y | +2,327.9% | +373.9% | +1,954.1% | +1,889.7% |
| 5Y | +1,040.6% | +23.5% | +1,017.2% | +964.1% |
| All | +896.2% | +42.7% | +853.5% | +767.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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