-22.1%
BA vs ALM
+396.4%
-418.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.4% |
| 7D | +1.1% | -6.7% | +7.7% | +1.6% |
| 30D | -7.9% | -32.9% | +25.0% | -5.3% |
| 3M | -25.3% | -39.5% | +14.2% | -23.0% |
| 6M | -24.6% | -62.0% | +37.4% | -20.2% |
| YTD | -20.1% | -7.8% | -12.3% | -21.3% |
| 1Y | -11.8% | +26.7% | -38.4% | -15.0% |
| 3Y | -10.1% | +825.4% | -835.5% | -24.3% |
| All | -22.1% | +396.4% | -418.5% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling