+3,551.9%
ALM vs BG
+104.2%
+3,447.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.4% |
| 7D | +1.2% | +2.6% | -1.3% | +0.8% |
| 30D | -19.3% | -6.7% | -12.7% | -18.2% |
| 3M | -40.6% | -9.3% | -31.4% | -39.6% |
| 6M | -57.9% | -18.3% | -39.6% | -56.4% |
| YTD | -6.7% | +16.2% | -22.9% | -9.4% |
| 1Y | +20.2% | +7.6% | +12.6% | +18.2% |
| 3Y | +879.4% | +6.6% | +872.9% | +849.2% |
| 5Y | +415.3% | +22.2% | +393.1% | +372.4% |
| 10Y | +2,100.8% | +112.0% | +1,988.8% | +1,396.2% |
| All | +3,551.9% | +104.2% | +3,447.6% | -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