+127.7%
BP vs ALM
+2,221.4%
-2,093.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -7.9% | -0.1% |
| 7D | -6.9% | +0.7% | -7.6% | -6.9% |
| 30D | -3.6% | -26.1% | +22.5% | -2.9% |
| 3M | +8.4% | -38.1% | +46.5% | +9.5% |
| 6M | +5.3% | -55.4% | +60.8% | +7.0% |
| YTD | +33.2% | -0.4% | +33.6% | +31.5% |
| 1Y | +28.2% | +25.4% | +2.8% | +25.6% |
| 3Y | +49.2% | +907.8% | -858.5% | +33.3% |
| 5Y | +102.9% | +440.2% | -337.3% | +83.0% |
| 10Y | +127.7% | +2,031.1% | -1,903.5% | +110.4% |
| All | +127.7% | +2,221.4% | -2,093.7% | +110.4% |
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