-33.9%
BAX vs ALM
+2,221.4%
-2,255.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +2.3% |
| 7D | +9.0% | +0.7% | +8.3% | +9.0% |
| 30D | +8.5% | -26.1% | +34.5% | +8.7% |
| 3M | -4.1% | -38.1% | +34.0% | -3.8% |
| 6M | +46.9% | -55.4% | +102.3% | +47.7% |
| YTD | +38.4% | -0.4% | +38.8% | +38.7% |
| 1Y | +47.0% | +25.4% | +21.6% | +47.3% |
| 3Y | -14.9% | +907.8% | -922.7% | -15.8% |
| 5Y | -62.5% | +440.2% | -502.7% | -62.9% |
| 10Y | -33.9% | +2,031.1% | -2,065.1% | -31.6% |
| All | -33.9% | +2,221.4% | -2,255.3% | -31.6% |
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