+41.8%
ALM vs BG
+7.2%
+34.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.3% | +0.7% |
| 7D | -6.4% | -3.8% | -2.6% | -5.7% |
| 30D | -35.0% | -9.6% | -25.4% | -33.6% |
| 3M | -33.8% | -8.5% | -25.3% | -32.2% |
| 6M | -55.0% | -23.0% | -32.0% | -52.2% |
| YTD | -0.2% | +10.9% | -11.1% | +29.2% |
| 1Y | +41.8% | +6.0% | +35.8% | +74.0% |
| All | +41.8% | +7.2% | +34.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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