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  • CRM vs ALM✓SelectedUSD · ALMCRM vs ALM performance historyLatest closeAs of-1.99%09/09
Stock and ETF performance explorer

CRM vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+549.9%
ALM return
+8,043.4%
Excess return
-7,493.5%
Maximum drawdown
-58.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-2.0%-4.1%+2.1%-2.0%
7D-5.0%+3.6%-8.6%-5.0%
30D+23.6%+33.8%-10.2%+23.5%
3M+39.6%+14.8%+24.8%+39.5%
6M+23.4%-7.0%+30.4%+23.4%
YTD-7.4%+108.1%-115.4%-7.6%
1Y-2.3%+313.8%-316.1%-2.8%
3Y+10.5%+2,227.6%-2,217.1%+9.2%
5Y-4.7%+956.6%-961.4%-5.7%
10Y+234.7%+3,082.3%-2,847.5%+229.6%
All+549.9%+8,043.4%-7,493.5%+533.8%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 ALM 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