+376.0%
NDAQ vs ALM
+3,219.4%
-2,843.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.1% |
| 7D | -2.6% | +8.4% | -11.0% | -2.7% |
| 30D | +0.5% | +34.8% | -34.4% | -0.3% |
| 3M | +9.9% | +16.2% | -6.3% | +9.3% |
| 6M | +8.2% | +2.1% | +6.1% | +7.5% |
| YTD | -1.5% | +117.0% | -118.5% | -4.2% |
| 1Y | +1.3% | +313.9% | -312.5% | -3.5% |
| 3Y | +92.6% | +2,327.9% | -2,235.4% | +73.8% |
| 5Y | +53.8% | +1,040.6% | -986.8% | +40.3% |
| 10Y | +376.0% | +3,219.4% | -2,843.5% | +322.6% |
| All | +376.0% | +3,219.4% | -2,843.5% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling