+1,580.2%
BE vs ALM
+2,118.4%
-538.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.9% | +7.6% |
| 7D | +20.0% | -2.6% | +22.6% | +20.5% |
| 30D | +7.9% | +32.0% | -24.1% | +2.3% |
| 3M | -13.2% | -15.0% | +1.8% | -12.1% |
| 6M | +53.5% | -10.1% | +63.6% | +52.9% |
| YTD | +191.0% | +99.4% | +91.6% | +169.7% |
| 1Y | +360.5% | +316.4% | +44.2% | +309.1% |
| All | +1,580.2% | +2,118.4% | -538.2% | +1,369.4% |
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 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