+162.5%
EWJ vs ALM
+3,551.9%
-3,389.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.3% |
| 7D | +4.0% | +1.2% | +2.7% | +4.0% |
| 30D | -4.3% | -19.3% | +15.1% | -4.2% |
| 3M | -6.8% | -40.6% | +33.8% | -6.7% |
| 6M | -0.9% | -57.9% | +57.0% | -0.8% |
| YTD | +14.3% | -6.7% | +21.0% | +14.3% |
| 1Y | +15.3% | +20.2% | -4.9% | +15.3% |
| 3Y | +65.6% | +879.4% | -813.8% | +65.5% |
| 5Y | +47.5% | +415.3% | -367.8% | +47.3% |
| 10Y | +126.2% | +2,100.8% | -1,974.6% | +126.3% |
| All | +162.5% | +3,551.9% | -3,389.3% | +164.7% |
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