+145.6%
XLK vs ALM
+856.4%
-710.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -0.8% |
| 7D | -0.4% | -7.1% | +6.7% | 0.0% |
| 30D | -0.5% | +24.7% | -25.1% | -1.9% |
| 3M | +5.0% | +8.3% | -3.3% | +4.0% |
| 6M | +32.9% | -22.2% | +55.0% | +33.0% |
| YTD | +29.0% | +88.1% | -59.1% | +24.6% |
| 1Y | +37.8% | +272.4% | -234.5% | +29.3% |
| 3Y | +118.7% | +2,004.1% | -1,885.4% | +90.2% |
| 5Y | +145.6% | +915.8% | -770.2% | +117.9% |
| All | +145.6% | +856.4% | -710.9% | +117.9% |
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