+387.2%
BE vs ALM
+396.4%
-9.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +3.0% |
| 7D | -14.7% | -6.7% | -8.1% | -13.4% |
| 30D | -40.5% | -32.9% | -7.6% | -35.6% |
| 3M | -24.3% | -39.5% | +15.2% | -16.8% |
| 6M | -39.3% | -62.0% | +22.7% | -28.4% |
| YTD | +99.4% | -7.8% | +107.2% | +111.0% |
| 1Y | +26.6% | +26.7% | -0.1% | +29.5% |
| 3Y | +1,616.9% | +825.4% | +791.6% | +1,350.5% |
| All | +387.2% | +396.4% | -9.2% | +318.6% |
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 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