+24.9%
BB vs ALM
+1,942.8%
-1,917.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.5% |
| 7D | +9.0% | -4.0% | +13.0% | +9.3% |
| 30D | +7.7% | -30.5% | +38.2% | +10.7% |
| 3M | +4.0% | -46.9% | +50.9% | +8.7% |
| 6M | +46.6% | -65.5% | +112.1% | +57.0% |
| YTD | +140.6% | -13.4% | +154.0% | +141.1% |
| 1Y | +103.1% | +9.8% | +93.3% | +100.1% |
| 3Y | +150.5% | +783.1% | -632.6% | +115.1% |
| 5Y | -15.4% | +378.3% | -393.7% | -26.6% |
| All | +24.9% | +1,942.8% | -1,917.9% | +0.8% |
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 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