+208.8%
BAH vs ALM
+2,221.4%
-2,012.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.5% | +1.5% |
| 7D | -1.5% | +0.7% | -2.2% | -1.5% |
| 30D | +17.3% | -26.1% | +43.3% | +17.8% |
| 3M | +14.9% | -38.1% | +53.0% | +15.5% |
| 6M | +14.2% | -55.4% | +69.7% | +15.4% |
| YTD | +5.1% | -0.4% | +5.5% | +3.9% |
| 1Y | +2.1% | +25.4% | -23.3% | +0.3% |
| 3Y | -26.0% | +907.8% | -933.7% | -30.0% |
| 5Y | +9.0% | +440.2% | -431.2% | +3.3% |
| 10Y | +208.8% | +2,031.1% | -1,822.4% | +170.1% |
| All | +208.8% | +2,221.4% | -2,012.6% | +170.1% |
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