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  • FANG vs ALM✓SelectedUSD · ALMFANG vs ALM performance historyLatest closeAs of+1.49%09/09
Stock and ETF performance explorer

FANG vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+673.6%
ALM return
+8,043.4%
Excess return
-7,369.8%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+1.5%-4.1%+5.6%+1.5%
7D-0.4%+3.6%-4.0%-0.4%
30D+2.4%+33.8%-31.4%+2.3%
3M+4.9%+14.8%-9.9%+4.8%
6M+12.0%-7.0%+19.0%+12.0%
YTD+37.1%+108.1%-71.0%+36.6%
1Y+52.3%+313.8%-261.5%+51.3%
3Y+45.0%+2,227.6%-2,182.7%+42.9%
5Y+231.0%+956.6%-725.7%+226.8%
10Y+177.5%+3,082.3%-2,904.8%+172.5%
All+673.6%+8,043.4%-7,369.8%+647.2%

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