+7,705.7%
ALM vs BG
+138.5%
+7,567.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.6% | +2.8% | -5.4% | -3.1% |
| 30D | +32.0% | +12.0% | +20.0% | +29.0% |
| 3M | -15.0% | -7.7% | -7.3% | -13.9% |
| 6M | -10.1% | +4.5% | -14.6% | -11.2% |
| YTD | +99.4% | +35.7% | +63.7% | +88.2% |
| 1Y | +316.4% | +50.1% | +266.3% | +282.7% |
| 3Y | +2,022.0% | +12.6% | +2,009.4% | +1,943.5% |
| 5Y | +941.2% | +75.4% | +865.8% | +777.2% |
| 10Y | +2,950.3% | +150.5% | +2,799.9% | +1,872.0% |
| All | +7,705.7% | +138.5% | +7,567.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling