+66.5%
EWZ vs ALM
+2,100.8%
-2,034.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.1% |
| 7D | +0.8% | +1.2% | -0.5% | +0.7% |
| 30D | -24.4% | -19.3% | -5.0% | -23.8% |
| 3M | -4.6% | -40.6% | +36.1% | -2.9% |
| 6M | -11.6% | -57.9% | +46.3% | -9.2% |
| YTD | +2.4% | -6.7% | +9.1% | +2.3% |
| 1Y | +2.1% | +20.2% | -18.1% | +1.1% |
| 3Y | +18.7% | +879.4% | -860.7% | +9.5% |
| 5Y | +54.2% | +415.3% | -361.1% | +43.2% |
| All | +66.5% | +2,100.8% | -2,034.3% | +50.1% |
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