+49.5%
EQT vs ALM
+2,776.7%
-2,727.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +1.0% |
| 7D | -1.2% | -7.1% | +5.9% | -0.9% |
| 30D | +1.1% | +24.7% | -23.6% | -0.1% |
| 3M | +4.8% | +8.3% | -3.5% | +3.9% |
| 6M | -10.6% | -22.2% | +11.6% | -10.5% |
| YTD | +3.4% | +88.1% | -84.6% | -1.0% |
| 1Y | +8.7% | +272.4% | -263.7% | +0.1% |
| 3Y | +35.0% | +2,004.1% | -1,969.2% | +10.8% |
| 5Y | +204.2% | +915.8% | -711.5% | +155.6% |
| All | +49.5% | +2,776.7% | -2,727.2% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling