+23.4%
BA vs ALM
+1,942.8%
-1,919.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.4% |
| 7D | -0.6% | -4.0% | +3.5% | -0.4% |
| 30D | -8.0% | -30.5% | +22.5% | -6.3% |
| 3M | -25.8% | -46.9% | +21.1% | -23.6% |
| 6M | -27.6% | -65.5% | +37.9% | -24.2% |
| YTD | -21.0% | -13.4% | -7.6% | -21.5% |
| 1Y | -12.3% | +9.8% | -22.0% | -13.9% |
| 3Y | -12.8% | +783.1% | -795.9% | -23.0% |
| 5Y | -22.4% | +378.3% | -400.7% | -30.8% |
| All | +23.4% | +1,942.8% | -1,919.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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