+157.9%
EQX vs ALM
+1,934.4%
-1,776.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.6% | +4.5% | -3.4% |
| 7D | -7.0% | -7.1% | +0.1% | -6.0% |
| 30D | +4.8% | +24.7% | -19.8% | +0.8% |
| 3M | +25.6% | +8.3% | +17.3% | +22.9% |
| 6M | -25.8% | -22.2% | -3.7% | -24.7% |
| YTD | -12.7% | +88.1% | -100.8% | -20.1% |
| 1Y | +14.1% | +272.4% | -258.3% | -3.2% |
| All | +157.9% | +1,934.4% | -1,776.5% | +68.3% |
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 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