+2,776.7%
ALM vs BG
+171.4%
+2,605.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -9.7% |
| 7D | -7.1% | +3.7% | -10.8% | -7.4% |
| 30D | +24.7% | +12.3% | +12.3% | +23.6% |
| 3M | +8.3% | -2.2% | +10.5% | +8.4% |
| 6M | -22.2% | +5.3% | -27.5% | -22.5% |
| YTD | +88.1% | +42.4% | +45.7% | +84.4% |
| 1Y | +272.4% | +55.2% | +217.2% | +262.1% |
| 3Y | +2,004.1% | +21.0% | +1,983.2% | +1,978.9% |
| 5Y | +915.8% | +87.1% | +828.6% | +864.4% |
| All | +2,776.7% | +171.4% | +2,605.3% | +2,324.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling