+3.4%
BAX vs ALM
+347.8%
-344.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.6% | -4.2% |
| 7D | -2.4% | +8.4% | -10.9% | -2.8% |
| 30D | -9.7% | +34.8% | -44.6% | -11.4% |
| 3M | +29.3% | +16.2% | +13.0% | +27.0% |
| 6M | +40.7% | +2.1% | +38.5% | +38.3% |
| YTD | +30.3% | +117.0% | -86.8% | +26.7% |
| 1Y | +3.4% | +313.9% | -310.5% | +1.1% |
| All | +3.4% | +347.8% | -344.4% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling