+1,301.1%
XLK vs ALM
+8,394.4%
-7,093.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | +0.3% |
| 7D | +2.3% | +8.4% | -6.1% | +2.3% |
| 30D | -0.1% | +34.8% | -34.9% | -0.1% |
| 3M | +2.1% | +16.2% | -14.1% | +2.1% |
| 6M | +37.2% | +2.1% | +35.0% | +37.1% |
| YTD | +30.8% | +117.0% | -86.2% | +30.5% |
| 1Y | +42.6% | +313.9% | -271.2% | +42.1% |
| 3Y | +121.8% | +2,327.9% | -2,206.1% | +120.1% |
| 5Y | +145.7% | +1,040.6% | -895.0% | +144.0% |
| 10Y | +782.1% | +3,219.4% | -2,437.4% | +774.1% |
| All | +1,301.1% | +8,394.4% | -7,093.3% | +1,281.7% |
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