-1.7%
BND vs ALM
+387.9%
-389.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -1.4% |
| 30D | +0.8% | -30.5% | +31.3% | +1.0% |
| 3M | -1.2% | -46.9% | +45.7% | -0.8% |
| 6M | -1.4% | -65.5% | +64.1% | -0.8% |
| YTD | -1.3% | -13.4% | +12.1% | -1.3% |
| 1Y | -1.2% | +9.8% | -11.0% | -1.4% |
| 3Y | +13.7% | +783.1% | -769.4% | +11.7% |
| 5Y | -1.7% | +378.3% | -380.0% | -3.3% |
| All | -1.7% | +387.9% | -389.6% | -3.3% |
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