+523.8%
EAT vs ALM
+3,507.4%
-2,983.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -2.9% |
| 7D | -2.6% | -6.7% | +4.0% | -2.6% |
| 30D | +11.5% | -32.9% | +44.4% | +11.7% |
| 3M | -9.1% | -39.5% | +30.4% | -8.9% |
| 6M | +40.4% | -62.0% | +102.4% | +41.0% |
| YTD | +43.9% | -7.8% | +51.8% | +43.8% |
| 1Y | +101.9% | +26.7% | +75.3% | +101.5% |
| 3Y | +489.9% | +825.4% | -335.5% | +482.3% |
| 5Y | +362.6% | +401.2% | -38.6% | +357.1% |
| 10Y | +385.7% | +2,074.0% | -1,688.4% | +377.9% |
| All | +523.8% | +3,507.4% | -2,983.6% | +510.6% |
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