Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VST vs ALM✓SelectedUSD · ALMVST vs ALM performance historyLatest closeAs of-6.15%11/05
Stock and ETF performance explorer

VST vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-22.1%
ALM return
-39.9%
Excess return
+17.8%
Maximum drawdown
-32.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1mo.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-6.2%-9.6%+3.4%-2.6%
7D-19.9%-14.5%-5.4%-14.9%
30D-29.7%-39.0%+9.4%-13.9%
All-22.1%-39.9%+17.8%-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 1mo: 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…

1mo analysis · Full analysis span regression · Available span rolling