+103.9%
BB vs ALM
+347.8%
-243.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.6% | +1.0% |
| 7D | +0.5% | +8.4% | -7.9% | -0.6% |
| 30D | -12.4% | +34.8% | -47.2% | -16.0% |
| 3M | -15.3% | +16.2% | -31.5% | -17.9% |
| 6M | +128.8% | +2.1% | +126.6% | +123.1% |
| YTD | +107.7% | +117.0% | -9.4% | +90.1% |
| 1Y | +103.9% | +313.9% | -210.0% | +67.8% |
| All | +103.9% | +347.8% | -243.9% | +67.8% |
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 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