+52.3%
EWZ vs ALM
+456.2%
-404.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.6% | -7.2% | +7.8% | +0.9% |
| 30D | -25.5% | -26.4% | +0.9% | -24.4% |
| 3M | -4.5% | -38.6% | +34.1% | -2.4% |
| 6M | -15.3% | -61.0% | +45.7% | -11.8% |
| YTD | +3.1% | -7.4% | +10.5% | +3.4% |
| 1Y | +1.2% | +14.0% | -12.8% | +0.6% |
| 3Y | +19.3% | +844.4% | -825.2% | +9.2% |
| 5Y | +52.3% | +410.8% | -358.5% | +43.7% |
| All | +52.3% | +456.2% | -404.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling