+116.3%
BP vs ALM
+7,705.7%
-7,589.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | +3.9% | -2.6% | +6.5% | +3.9% |
| 30D | +7.6% | +32.0% | -24.4% | +7.6% |
| 3M | +0.7% | -15.0% | +15.7% | +0.7% |
| 6M | +15.5% | -10.1% | +25.6% | +15.5% |
| YTD | +30.8% | +99.4% | -68.6% | +30.6% |
| 1Y | +34.3% | +316.4% | -282.0% | +33.9% |
| 3Y | +35.1% | +2,022.0% | -1,986.9% | +34.1% |
| 5Y | +126.8% | +941.2% | -814.4% | +125.4% |
| 10Y | +123.4% | +2,950.3% | -2,827.0% | +121.8% |
| All | +116.3% | +7,705.7% | -7,589.4% | +113.9% |
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