-38.9%
BB vs ALM
+3,507.4%
-3,546.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.4% |
| 7D | +3.8% | -6.7% | +10.5% | +3.9% |
| 30D | -0.3% | -32.9% | +32.6% | 0.0% |
| 3M | -0.5% | -39.5% | +39.0% | -0.1% |
| 6M | +45.9% | -62.0% | +107.9% | +46.8% |
| YTD | +130.6% | -7.8% | +138.4% | +130.6% |
| 1Y | +89.2% | +26.7% | +62.5% | +88.7% |
| 3Y | +137.5% | +825.4% | -687.9% | +134.0% |
| 5Y | -20.9% | +401.2% | -422.1% | -22.0% |
| 10Y | +25.4% | +2,074.0% | -2,048.6% | +22.6% |
| All | -38.9% | +3,507.4% | -3,546.3% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling