+29.4%
NDAQ vs ALM
+44.8%
-15.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | +3.9% | -6.4% | +10.3% | +3.9% |
| 30D | +19.0% | -35.0% | +54.0% | +18.8% |
| 3M | +17.6% | -33.8% | +51.4% | +17.6% |
| 6M | +21.0% | -55.0% | +76.0% | +21.3% |
| YTD | +14.1% | -0.2% | +14.3% | +14.4% |
| 1Y | +29.4% | +41.8% | -12.3% | +26.9% |
| All | +29.4% | +44.8% | -15.4% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling