+58.4%
NDAQ vs ALM
+951.0%
-892.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.8% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | +2.5% | +32.0% | -29.6% | +1.6% |
| 3M | +9.9% | -15.0% | +25.0% | +10.2% |
| 6M | +9.4% | -10.1% | +19.6% | +9.0% |
| YTD | +0.4% | +99.4% | -99.0% | -2.9% |
| 1Y | +4.0% | +316.4% | -312.3% | -2.6% |
| 3Y | +94.4% | +2,022.0% | -1,927.6% | +70.4% |
| All | +58.4% | +951.0% | -892.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling