+97.5%
BA vs ALM
+3,431.9%
-3,334.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.6% | +7.0% | -2.5% |
| 7D | -0.1% | -14.5% | +14.4% | 0.0% |
| 30D | -9.1% | -39.0% | +29.9% | -8.9% |
| 3M | -28.2% | -40.3% | +12.1% | -28.0% |
| 6M | -23.1% | -60.3% | +37.2% | -22.8% |
| YTD | -20.6% | -9.8% | -10.8% | -20.6% |
| 1Y | -12.7% | +30.8% | -43.5% | -12.9% |
| 3Y | -11.6% | +772.4% | -784.0% | -12.6% |
| 5Y | -23.1% | +390.7% | -413.9% | -24.0% |
| 10Y | +34.4% | +2,028.5% | -1,994.2% | +32.0% |
| All | +97.5% | +3,431.9% | -3,334.4% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling