+27.4%
BP vs ALM
+14.6%
+12.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | -7.2% | +6.4% | -0.8% |
| 30D | -3.1% | -26.4% | +23.2% | -3.4% |
| 3M | +6.2% | -38.6% | +44.8% | +5.8% |
| 6M | +4.8% | -61.0% | +65.8% | +5.0% |
| YTD | +35.2% | -7.4% | +42.5% | +36.4% |
| 1Y | +27.4% | +14.0% | +13.5% | +30.8% |
| All | +27.4% | +14.6% | +12.8% | +30.8% |
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