-34.4%
BAX vs ALM
+2,084.7%
-2,119.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | -7.2% | +6.6% | -0.5% |
| 30D | +6.3% | -26.4% | +32.6% | +6.6% |
| 3M | -4.6% | -38.6% | +34.0% | -4.2% |
| 6M | +50.4% | -61.0% | +111.4% | +51.4% |
| YTD | +38.0% | -7.4% | +45.4% | +38.4% |
| 1Y | +44.6% | +14.0% | +30.6% | +44.9% |
| 3Y | -15.1% | +844.4% | -859.6% | -16.1% |
| 5Y | -63.3% | +410.8% | -474.1% | -63.7% |
| 10Y | -34.4% | +2,084.7% | -2,119.1% | -32.1% |
| All | -34.4% | +2,084.7% | -2,119.1% | -32.1% |
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