+137.5%
BB vs ALM
+825.4%
-687.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.1% |
| 7D | +3.8% | -6.7% | +10.5% | +4.8% |
| 30D | -0.3% | -32.9% | +32.6% | +5.2% |
| 3M | -0.5% | -39.5% | +39.0% | +5.7% |
| 6M | +45.9% | -62.0% | +107.9% | +62.7% |
| YTD | +130.6% | -7.8% | +138.4% | +128.1% |
| 1Y | +89.2% | +26.7% | +62.5% | +79.2% |
| 3Y | +137.5% | +825.4% | -687.9% | +63.2% |
| All | +137.5% | +825.4% | -687.9% | +63.2% |
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