+483.0%
EAT vs ALM
+909.2%
-426.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.4% | -0.2% |
| 7D | -4.0% | +1.2% | -5.2% | -4.1% |
| 30D | -2.9% | -19.3% | +16.4% | -1.6% |
| 3M | -16.9% | -40.6% | +23.8% | -14.4% |
| 6M | +57.0% | -57.9% | +114.9% | +63.7% |
| YTD | +38.2% | -6.7% | +44.9% | +36.0% |
| 1Y | +69.3% | +20.2% | +49.1% | +63.8% |
| 3Y | +483.0% | +879.4% | -396.5% | +355.3% |
| All | +483.0% | +909.2% | -426.2% | +355.3% |
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 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