-28.9%
BB vs ALM
+951.0%
-979.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -5.6% | -2.6% | -3.0% | -5.4% |
| 30D | -11.8% | +32.0% | -43.8% | -14.5% |
| 3M | -25.5% | -15.0% | -10.5% | -25.0% |
| 6M | +121.3% | -10.1% | +131.4% | +119.9% |
| YTD | +103.2% | +99.4% | +3.7% | +87.3% |
| 1Y | +102.6% | +316.4% | -213.7% | +73.0% |
| 3Y | +37.5% | +2,022.0% | -1,984.5% | +2.6% |
| All | -28.9% | +951.0% | -979.9% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling