+125.0%
BP vs ALM
+3,219.4%
-3,094.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.8% | -6.4% | +2.2% |
| 7D | +0.9% | +8.4% | -7.5% | +0.7% |
| 30D | +9.1% | +34.8% | -25.7% | +8.2% |
| 3M | +3.9% | +16.2% | -12.3% | +3.2% |
| 6M | +13.6% | +2.1% | +11.5% | +12.8% |
| YTD | +34.0% | +117.0% | -83.0% | +29.9% |
| 1Y | +39.2% | +313.9% | -274.7% | +31.7% |
| 3Y | +36.4% | +2,327.9% | -2,291.5% | +18.7% |
| 5Y | +135.8% | +1,040.6% | -904.8% | +108.7% |
| 10Y | +125.0% | +3,219.4% | -3,094.4% | +99.2% |
| All | +125.0% | +3,219.4% | -3,094.4% | +99.2% |
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