+595.2%
EAT vs ALM
+7,705.7%
-7,110.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | +1.9% | +32.0% | -30.1% | +1.7% |
| 3M | +68.7% | -15.0% | +83.7% | +68.7% |
| 6M | +66.9% | -10.1% | +77.0% | +66.8% |
| YTD | +60.4% | +99.4% | -39.0% | +59.7% |
| 1Y | +44.0% | +316.4% | -272.4% | +42.8% |
| 3Y | +604.7% | +2,022.0% | -1,417.3% | +592.7% |
| 5Y | +347.0% | +941.2% | -594.2% | +340.1% |
| 10Y | +390.8% | +2,950.3% | -2,559.6% | +381.1% |
| All | +595.2% | +7,705.7% | -7,110.5% | +578.0% |
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