-37.1%
BAX vs ALM
+3,219.4%
-3,256.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.6% | -3.8% |
| 7D | -2.4% | +8.4% | -10.9% | -2.5% |
| 30D | -9.7% | +34.8% | -44.6% | -10.0% |
| 3M | +29.3% | +16.2% | +13.0% | +28.9% |
| 6M | +40.7% | +2.1% | +38.5% | +40.3% |
| YTD | +30.3% | +117.0% | -86.8% | +29.8% |
| 1Y | +3.4% | +313.9% | -310.5% | +2.9% |
| 3Y | -32.0% | +2,327.9% | -2,360.0% | -33.1% |
| 5Y | -66.9% | +1,040.6% | -1,107.5% | -67.4% |
| 10Y | -37.1% | +3,219.4% | -3,256.5% | -35.0% |
| All | -37.1% | +3,219.4% | -3,256.5% | -35.0% |
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