+60.1%
BMY vs ALM
+2,100.8%
-2,040.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -6.0% | +1.7% |
| 7D | +2.1% | +1.2% | +0.8% | +2.1% |
| 30D | +7.0% | -19.3% | +26.3% | +7.1% |
| 3M | -0.9% | -40.6% | +39.8% | -0.6% |
| 6M | +14.9% | -57.9% | +72.8% | +15.4% |
| YTD | +22.8% | -6.7% | +29.5% | +22.6% |
| 1Y | +36.2% | +20.2% | +16.1% | +35.7% |
| 3Y | +45.7% | +879.4% | -833.8% | +42.0% |
| 5Y | +31.3% | +415.3% | -384.0% | +28.2% |
| All | +60.1% | +2,100.8% | -2,040.7% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling