+238.8%
EQX vs ALM
+1,374.2%
-1,135.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.2% | +2.5% |
| 7D | -3.2% | -11.8% | +8.6% | -1.7% |
| 30D | +7.8% | +7.8% | 0.0% | +6.6% |
| 3M | +21.3% | -9.3% | +30.6% | +22.0% |
| 6M | -22.4% | -30.5% | +8.1% | -20.2% |
| YTD | -11.3% | +75.8% | -87.1% | -17.3% |
| 1Y | +13.5% | +241.2% | -227.7% | -1.7% |
| 3Y | +162.1% | +1,872.6% | -1,710.5% | +80.2% |
| 5Y | +84.2% | +849.6% | -765.4% | +33.0% |
| All | +238.8% | +1,374.2% | -1,135.4% | +117.2% |
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