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  • SMCI vs ALM✓SelectedUSD · ALMSMCI vs ALM performance historyLatest closeAs of+1.69%09/08
Stock and ETF performance explorer

SMCI vs ALM

vs
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Portfolio return
+3,536.9%
ALM return
+8,394.4%
Excess return
-4,857.5%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+1.7%+8.8%-7.1%+1.7%
7D+9.7%+8.4%+1.2%+9.6%
30D+29.3%+34.8%-5.5%+29.2%
3M-8.5%+16.2%-24.7%-8.6%
6M+28.6%+2.1%+26.4%+28.5%
YTD+37.5%+117.0%-79.5%+37.3%
1Y+0.5%+313.9%-313.3%+0.3%
3Y+43.4%+2,327.9%-2,284.5%+42.8%
5Y+1,008.2%+1,040.6%-32.5%+1,002.9%
10Y+1,776.0%+3,219.4%-1,443.4%+1,771.5%
All+3,536.9%+8,394.4%-4,857.5%+3,573.2%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling