+25.2%
NDAQ vs ALM
+15.4%
+9.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | 0.0% | -7.2% | +7.1% | -0.1% |
| 30D | +16.3% | -26.4% | +42.7% | +16.1% |
| 3M | +15.8% | -38.6% | +54.4% | +15.8% |
| 6M | +24.8% | -61.0% | +85.8% | +25.1% |
| YTD | +14.1% | -7.4% | +21.4% | +14.7% |
| All | +25.2% | +15.4% | +9.8% | +25.4% |
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