+1.3%
NDAQ vs ALM
+347.8%
-346.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -1.9% |
| 7D | -2.6% | +8.4% | -11.0% | -2.5% |
| 30D | +0.5% | +34.8% | -34.4% | +0.5% |
| 3M | +9.9% | +16.2% | -6.3% | +10.1% |
| 6M | +8.2% | +2.1% | +6.1% | +8.1% |
| YTD | -1.5% | +117.0% | -118.5% | -3.0% |
| 1Y | +1.3% | +313.9% | -312.5% | -3.3% |
| All | +1.3% | +347.8% | -346.5% | -3.3% |
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