-63.9%
BAX vs ALM
+396.4%
-460.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | +12.1% | -6.7% | +18.8% | +12.3% |
| 30D | +7.6% | -32.9% | +40.5% | +8.3% |
| 3M | -4.5% | -39.5% | +35.0% | -3.8% |
| 6M | +52.0% | -62.0% | +114.0% | +54.0% |
| YTD | +35.1% | -7.8% | +43.0% | +35.9% |
| 1Y | +43.7% | +26.7% | +17.0% | +44.3% |
| 3Y | -20.9% | +825.4% | -846.3% | -23.2% |
| All | -63.9% | +396.4% | -460.3% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling