+116.8%
NDAQ vs ALM
+909.2%
-792.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -0.4% |
| 7D | +1.3% | +1.2% | 0.0% | +1.2% |
| 30D | +18.0% | -19.3% | +37.3% | +18.5% |
| 3M | +11.5% | -40.6% | +52.2% | +12.8% |
| 6M | +21.1% | -57.9% | +79.0% | +23.4% |
| YTD | +12.8% | -6.7% | +19.5% | +10.8% |
| 1Y | +25.7% | +20.2% | +5.5% | +21.9% |
| 3Y | +116.8% | +879.4% | -762.6% | +102.5% |
| All | +116.8% | +909.2% | -792.4% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling