-2.1%
BND vs ALM
+958.0%
-960.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | -0.1% | +3.6% | -3.8% | -0.2% |
| 30D | -0.2% | +33.8% | -34.0% | -0.4% |
| 3M | -0.7% | +14.8% | -15.5% | -0.8% |
| 6M | -1.7% | -7.0% | +5.3% | -1.8% |
| YTD | -0.5% | +108.1% | -108.6% | -1.1% |
| 1Y | +0.4% | +313.8% | -313.4% | -0.6% |
| 3Y | +13.1% | +2,227.6% | -2,214.5% | +10.5% |
| 5Y | -2.1% | +956.6% | -958.7% | -4.1% |
| All | -2.1% | +958.0% | -960.1% | -4.1% |
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