+489.4%
NDAQ vs ALM
+1,942.8%
-1,453.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.8% |
| 7D | +1.7% | -4.0% | +5.7% | +1.8% |
| 30D | +16.2% | -30.5% | +46.7% | +17.1% |
| 3M | +14.0% | -46.9% | +60.9% | +15.4% |
| 6M | +22.3% | -65.5% | +87.8% | +24.7% |
| YTD | +13.0% | -13.4% | +26.4% | +12.1% |
| 1Y | +24.0% | +9.8% | +14.2% | +22.1% |
| 3Y | +117.1% | +783.1% | -666.0% | +101.2% |
| 5Y | +67.5% | +378.3% | -310.8% | +56.0% |
| All | +489.4% | +1,942.8% | -1,453.4% | +441.5% |
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