+2,234.3%
ALM vs BG
+19.0%
+2,215.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | +3.6% | +0.5% | +3.1% | +3.6% |
| 30D | +33.8% | +10.3% | +23.5% | +33.6% |
| 3M | +14.8% | -1.9% | +16.7% | +14.7% |
| 6M | -7.0% | +5.2% | -12.2% | -6.8% |
| YTD | +108.1% | +41.2% | +66.9% | +114.0% |
| 1Y | +313.8% | +50.5% | +263.2% | +325.7% |
| All | +2,234.3% | +19.0% | +2,215.3% | +2,482.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling