+9.1%
EQT vs ALM
+271.5%
-262.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.9% |
| 7D | -1.2% | -7.1% | +5.9% | -1.0% |
| 30D | +1.1% | +24.7% | -23.6% | +0.3% |
| 3M | +4.8% | +8.3% | -3.5% | +4.2% |
| 6M | -10.6% | -22.2% | +11.6% | -10.2% |
| YTD | +3.4% | +88.1% | -84.6% | -1.4% |
| All | +9.1% | +271.5% | -262.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling