-19.0%
BAX vs ALM
+909.2%
-928.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.5% | +0.1% |
| 7D | +0.1% | +1.2% | -1.2% | 0.0% |
| 30D | +4.1% | -19.3% | +23.4% | +4.5% |
| 3M | -4.5% | -40.6% | +36.1% | -3.6% |
| 6M | +49.2% | -57.9% | +107.2% | +51.5% |
| YTD | +35.2% | -6.7% | +41.9% | +36.2% |
| 1Y | +38.3% | +20.2% | +18.1% | +39.1% |
| 3Y | -19.0% | +879.4% | -898.5% | -25.1% |
| All | -19.0% | +909.2% | -928.3% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling