+24.1%
EWZ vs ALM
+3,431.9%
-3,407.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.0% | -1.5% |
| 7D | -4.2% | -14.5% | +10.4% | -4.1% |
| 30D | -26.1% | -39.0% | +12.9% | -26.0% |
| 3M | -12.0% | -40.3% | +28.2% | -11.9% |
| 6M | -19.3% | -60.3% | +41.1% | -19.0% |
| YTD | +0.9% | -9.8% | +10.7% | +0.9% |
| 1Y | +3.4% | +30.8% | -27.4% | +3.2% |
| 3Y | +18.6% | +772.4% | -753.8% | +17.5% |
| 5Y | +56.6% | +390.7% | -334.2% | +55.3% |
| 10Y | +50.3% | +2,028.5% | -1,978.2% | +48.1% |
| All | +24.1% | +3,431.9% | -3,407.8% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling