+21.9%
BB vs ALM
+2,100.8%
-2,078.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.1% | -3.0% |
| 7D | +1.8% | +1.2% | +0.6% | +1.7% |
| 30D | +8.1% | -19.3% | +27.5% | +9.9% |
| 3M | -1.0% | -40.6% | +39.6% | +2.5% |
| 6M | +45.9% | -57.9% | +103.8% | +54.1% |
| YTD | +134.8% | -6.7% | +141.5% | +133.8% |
| 1Y | +104.6% | +20.2% | +84.4% | +100.1% |
| 3Y | +152.8% | +879.4% | -726.6% | +115.4% |
| 5Y | -17.4% | +415.3% | -432.7% | -28.8% |
| All | +21.9% | +2,100.8% | -2,078.9% | -2.3% |
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