+33.2%
BE vs ALM
+12.3%
+20.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.2% | +2.9% | -0.7% |
| 7D | -13.4% | -6.3% | -7.0% | -9.9% |
| 30D | -33.9% | -31.4% | -2.5% | -20.3% |
| 3M | -12.0% | -40.6% | +28.6% | +11.3% |
| 6M | -29.0% | -58.6% | +29.7% | +2.3% |
| YTD | +113.4% | -7.6% | +121.0% | +112.9% |
| 1Y | +33.2% | +13.8% | +19.3% | +16.4% |
| All | +33.2% | +12.3% | +20.9% | +16.4% |
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