+120.7%
XLK vs ALM
+2,150.5%
-2,029.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | +2.3% | +3.6% | -1.3% | +2.1% |
| 30D | +0.8% | +33.8% | -33.0% | -1.1% |
| 3M | +4.1% | +14.8% | -10.7% | +2.6% |
| 6M | +34.8% | -7.0% | +41.7% | +33.6% |
| YTD | +30.8% | +108.1% | -77.2% | +25.9% |
| 1Y | +42.4% | +313.8% | -271.4% | +33.4% |
| All | +120.7% | +2,150.5% | -2,029.8% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling