+788.5%
XLK vs ALM
+2,589.2%
-1,800.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.6% |
| 7D | +0.2% | -11.8% | +12.0% | +0.7% |
| 30D | -0.6% | +7.8% | -8.4% | -1.0% |
| 3M | +2.6% | -9.3% | +11.8% | +2.6% |
| 6M | +34.0% | -30.5% | +64.4% | +34.6% |
| YTD | +30.7% | +75.8% | -45.2% | +27.8% |
| 1Y | +39.2% | +241.2% | -202.0% | +33.3% |
| 3Y | +120.4% | +1,872.6% | -1,752.2% | +99.6% |
| 5Y | +148.8% | +849.6% | -700.8% | +127.7% |
| All | +788.5% | +2,589.2% | -1,800.8% | +680.3% |
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