+30.7%
BP vs ALM
+7.9%
+22.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.2% |
| 7D | +2.5% | -4.0% | +6.5% | +2.5% |
| 30D | -5.6% | -30.5% | +24.9% | -5.9% |
| 3M | +8.0% | -46.9% | +54.9% | +7.6% |
| 6M | +5.7% | -65.5% | +71.2% | +5.8% |
| YTD | +36.8% | -13.4% | +50.2% | +38.4% |
| 1Y | +30.7% | +9.8% | +20.9% | +34.8% |
| All | +30.7% | +7.9% | +22.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling