+202.5%
BAH vs ALM
+2,084.7%
-1,882.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -1.6% | -7.2% | +5.6% | -1.5% |
| 30D | +18.0% | -26.4% | +44.4% | +18.5% |
| 3M | +11.4% | -38.6% | +50.0% | +12.1% |
| 6M | +17.7% | -61.0% | +78.7% | +19.1% |
| YTD | +5.4% | -7.4% | +12.7% | +4.3% |
| 1Y | +2.8% | +14.0% | -11.2% | +1.2% |
| 3Y | -26.7% | +844.4% | -871.1% | -30.5% |
| 5Y | +8.1% | +410.8% | -402.7% | +2.5% |
| 10Y | +202.5% | +2,084.7% | -1,882.2% | +162.3% |
| All | +202.5% | +2,084.7% | -1,882.2% | +162.3% |
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 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