+36.1%
EQT vs ALM
+7,261.5%
-7,225.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.6% |
| 7D | -1.2% | -7.1% | +5.9% | -1.1% |
| 30D | +1.1% | +24.7% | -23.6% | +1.0% |
| 3M | +4.8% | +8.3% | -3.5% | +4.7% |
| 6M | -10.6% | -22.2% | +11.6% | -10.6% |
| YTD | +3.4% | +88.1% | -84.6% | +3.1% |
| 1Y | +8.7% | +272.4% | -263.7% | +8.0% |
| 3Y | +35.0% | +2,004.1% | -1,969.2% | +33.0% |
| 5Y | +204.2% | +915.8% | -711.5% | +200.2% |
| 10Y | +52.5% | +2,776.7% | -2,724.3% | +49.8% |
| All | +36.1% | +7,261.5% | -7,225.4% | +32.9% |
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 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