+6.4%
BAH vs ALM
+44.8%
-38.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.5% |
| 7D | +5.8% | -6.4% | +12.2% | +5.7% |
| 30D | +28.7% | -35.0% | +63.7% | +28.1% |
| 3M | +20.9% | -33.8% | +54.7% | +20.0% |
| 6M | +15.2% | -55.0% | +70.2% | +14.9% |
| YTD | +7.1% | -0.2% | +7.3% | +1.1% |
| 1Y | +6.4% | +41.8% | -35.4% | -3.3% |
| All | +6.4% | +44.8% | -38.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling