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  • P vs ALM✓SelectedUSD · ALMP vs ALM performance historyLatest closeAs of+1.39%09/04
Stock and ETF performance explorer

P vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+485.4%
ALM return
+1,982.4%
Excess return
-1,497.0%
Maximum drawdown
-69.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+1.4%-1.5%+2.9%+1.5%
7D+6.5%-2.6%+9.1%+6.7%
30D+18.8%+32.0%-13.2%+16.4%
3M+26.7%-15.0%+41.8%+27.3%
6M+62.2%-10.1%+72.3%+61.3%
YTD+48.5%+99.4%-50.9%+40.8%
1Y+26.4%+316.4%-290.0%+14.6%
3Y+159.4%+2,022.0%-1,862.6%+110.8%
5Y+275.8%+941.2%-665.4%+212.1%
10Y+732.0%+2,950.3%-2,218.3%+524.9%
All+485.4%+1,982.4%-1,497.0%+356.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling