+28.1%
BA vs ALM
+2,221.4%
-2,193.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.7% | -1.0% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | -9.5% | -26.1% | +16.6% | -8.1% |
| 3M | -26.5% | -38.1% | +11.7% | -24.9% |
| 6M | -27.4% | -55.4% | +28.0% | -25.0% |
| YTD | -20.6% | -0.4% | -20.2% | -21.6% |
| 1Y | -11.4% | +25.4% | -36.8% | -13.7% |
| 3Y | -10.8% | +907.8% | -918.6% | -21.7% |
| 5Y | -21.9% | +440.2% | -462.1% | -30.8% |
| 10Y | +28.1% | +2,031.1% | -2,003.0% | +10.4% |
| All | +28.1% | +2,221.4% | -2,193.3% | +10.4% |
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