-29.6%
BR vs ALM
+318.3%
-347.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.4% |
| 7D | -5.3% | -2.6% | -2.7% | -5.3% |
| 30D | +6.4% | +32.0% | -25.6% | +7.2% |
| 3M | +13.6% | -15.0% | +28.7% | +14.1% |
| 6M | -6.7% | -10.1% | +3.4% | -6.3% |
| YTD | -21.1% | +99.4% | -120.5% | -20.1% |
| 1Y | -29.6% | +316.4% | -345.9% | -30.9% |
| All | -29.6% | +318.3% | -347.9% | -30.9% |
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 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