+50.3%
EWZ vs ALM
+2,221.4%
-2,171.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.6% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | -25.1% | -26.1% | +1.0% | -24.3% |
| 3M | -7.7% | -38.1% | +30.4% | -6.2% |
| 6M | -15.8% | -55.4% | +39.6% | -13.7% |
| YTD | +3.6% | -0.4% | +4.0% | +3.2% |
| 1Y | +5.5% | +25.4% | -19.9% | +4.2% |
| 3Y | +22.1% | +907.8% | -885.6% | +11.9% |
| 5Y | +58.3% | +440.2% | -381.8% | +46.1% |
| 10Y | +50.3% | +2,031.1% | -1,980.9% | +30.3% |
| All | +50.3% | +2,221.4% | -2,171.2% | +30.3% |
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 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