+55.0%
EWZ vs ALM
+951.0%
-896.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +6.5% | -2.6% | +9.1% | +6.6% |
| 30D | +4.8% | +32.0% | -27.2% | +3.2% |
| 3M | +9.9% | -15.0% | +24.9% | +10.2% |
| 6M | +1.9% | -10.1% | +12.1% | +1.5% |
| YTD | +20.3% | +99.4% | -79.1% | +16.0% |
| 1Y | +35.6% | +316.4% | -280.7% | +26.9% |
| 3Y | +43.4% | +2,022.0% | -1,978.5% | +25.0% |
| All | +55.0% | +951.0% | -896.0% | +39.8% |
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