+119.9%
BP vs ALM
+3,507.4%
-3,387.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -11.6% | -6.7% | -5.0% | -11.6% |
| 30D | 0.0% | -32.9% | +32.9% | +0.1% |
| 3M | +6.7% | -39.5% | +46.2% | +6.8% |
| 6M | +2.2% | -62.0% | +64.1% | +2.3% |
| YTD | +33.0% | -7.8% | +40.8% | +32.9% |
| 1Y | +30.7% | +26.7% | +4.0% | +30.6% |
| 3Y | +44.2% | +825.4% | -781.2% | +43.4% |
| 5Y | +105.1% | +401.2% | -296.1% | +104.1% |
| 10Y | +133.5% | +2,074.0% | -1,940.5% | +132.2% |
| All | +119.9% | +3,507.4% | -3,387.6% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling