+33.6%
EQT vs ALM
+1,801.8%
-1,768.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.4% |
| 7D | -2.0% | -11.8% | +9.8% | -1.7% |
| 30D | 0.0% | +7.8% | -7.8% | -0.3% |
| 3M | +5.9% | -9.3% | +15.2% | +6.0% |
| 6M | -14.8% | -30.5% | +15.7% | -14.3% |
| YTD | +1.8% | +75.8% | -74.1% | -1.3% |
| 1Y | +7.4% | +241.2% | -233.8% | +1.7% |
| 3Y | +33.6% | +1,872.6% | -1,839.0% | +22.1% |
| All | +33.6% | +1,801.8% | -1,768.2% | +22.1% |
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