+39.2%
XLK vs ALM
+247.3%
-208.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.0% |
| 7D | +0.2% | -11.8% | +12.0% | +1.5% |
| 30D | -0.6% | +7.8% | -8.4% | -1.8% |
| 3M | +2.6% | -9.3% | +11.8% | +2.5% |
| 6M | +34.0% | -30.5% | +64.4% | +34.8% |
| YTD | +30.7% | +75.8% | -45.2% | +25.4% |
| 1Y | +39.2% | +241.2% | -202.0% | +28.1% |
| All | +39.2% | +247.3% | -208.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling