+645.0%
BAH vs ALM
+3,507.4%
-2,862.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.6% | -4.4% |
| 7D | -3.5% | -6.7% | +3.1% | -3.5% |
| 30D | +24.3% | -32.9% | +57.1% | +24.3% |
| 3M | +16.3% | -39.5% | +55.8% | +16.4% |
| 6M | +13.6% | -62.0% | +75.6% | +13.7% |
| YTD | +3.5% | -7.8% | +11.3% | +3.4% |
| 1Y | +2.7% | +26.7% | -24.0% | +2.6% |
| 3Y | -26.6% | +825.4% | -851.9% | -26.9% |
| 5Y | +8.5% | +401.2% | -392.7% | +8.1% |
| 10Y | +225.1% | +2,074.0% | -1,848.9% | +223.3% |
| All | +645.0% | +3,507.4% | -2,862.5% | +640.5% |
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 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