+152.8%
BB vs ALM
+909.2%
-756.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.1% | -3.5% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | +8.1% | -19.3% | +27.5% | +11.3% |
| 3M | -1.0% | -40.6% | +39.6% | +5.4% |
| 6M | +45.9% | -57.9% | +103.8% | +60.8% |
| YTD | +134.8% | -6.7% | +141.5% | +131.7% |
| 1Y | +104.6% | +20.2% | +84.4% | +95.0% |
| 3Y | +152.8% | +879.4% | -726.6% | +77.3% |
| All | +152.8% | +909.2% | -756.4% | +77.3% |
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 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