+8.1%
EWZ vs ALM
+44.8%
-36.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | -4.1% | -6.4% | +2.3% | -3.4% |
| 30D | -25.0% | -35.0% | +10.0% | -21.5% |
| 3M | -10.6% | -33.8% | +23.2% | -7.2% |
| 6M | -16.6% | -55.0% | +38.4% | -10.4% |
| YTD | +2.5% | -0.2% | +2.7% | +3.1% |
| 1Y | +8.1% | +41.8% | -33.7% | +5.2% |
| All | +8.1% | +44.8% | -36.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling