+1,709.5%
BE vs ALM
+909.2%
+800.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.7% | -6.7% |
| 7D | +10.8% | +1.2% | +9.6% | +10.5% |
| 30D | -19.8% | -19.3% | -0.5% | -15.6% |
| 3M | -18.7% | -40.6% | +21.9% | -8.9% |
| 6M | -33.7% | -57.9% | +24.2% | -21.3% |
| YTD | +121.0% | -6.7% | +127.7% | +138.6% |
| 1Y | +85.4% | +20.2% | +65.2% | +94.9% |
| 3Y | +1,709.5% | +879.4% | +830.1% | +1,748.6% |
| All | +1,709.5% | +909.2% | +800.3% | +1,748.6% |
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