+276.6%
BR vs ALM
+1,942.8%
-1,666.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | -1.3% | -4.0% | +2.8% | -1.2% |
| 30D | +13.7% | -30.5% | +44.2% | +14.2% |
| 3M | +13.8% | -46.9% | +60.7% | +14.8% |
| 6M | +29.7% | -65.5% | +95.2% | +31.6% |
| YTD | -12.6% | -13.4% | +0.8% | -13.3% |
| 1Y | -12.4% | +9.8% | -22.2% | -13.7% |
| 3Y | +14.1% | +783.1% | -769.0% | +6.5% |
| 5Y | +18.7% | +378.3% | -359.6% | +11.3% |
| All | +276.6% | +1,942.8% | -1,666.2% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling