+14.9%
BND vs ALM
+2,776.7%
-2,761.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.6% |
| 7D | -0.9% | -7.1% | +6.2% | -0.9% |
| 30D | -1.0% | +24.7% | -25.6% | -1.1% |
| 3M | -1.2% | +8.3% | -9.5% | -1.3% |
| 6M | -2.0% | -22.2% | +20.2% | -2.0% |
| YTD | -1.2% | +88.1% | -89.3% | -1.6% |
| 1Y | -0.5% | +272.4% | -272.8% | -1.2% |
| 3Y | +12.4% | +2,004.1% | -1,991.7% | +10.3% |
| 5Y | -2.5% | +915.8% | -918.3% | -4.2% |
| All | +14.9% | +2,776.7% | -2,761.8% | +11.7% |
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