+915.8%
ALM vs BG
+88.4%
+827.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.7% |
| 3M | +8.3% | -2.2% | +10.5% | +8.4% |
| 6M | -22.2% | +5.3% | -27.5% | -22.4% |
| YTD | +88.1% | +42.4% | +45.7% | +86.0% |
| 1Y | +272.4% | +55.2% | +217.2% | +265.6% |
| 3Y | +2,004.1% | +21.0% | +1,983.2% | +2,016.4% |
| 5Y | +915.8% | +87.1% | +828.6% | +835.8% |
| All | +915.8% | +88.4% | +827.4% | +835.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling