+189.8%
BR vs ALM
+3,082.3%
-2,892.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.2% |
| 7D | -5.0% | +3.6% | -8.6% | -5.1% |
| 30D | -2.5% | +33.8% | -36.3% | -3.0% |
| 3M | +13.5% | +14.8% | -1.3% | +13.0% |
| 6M | -9.4% | -7.0% | -2.5% | -9.6% |
| YTD | -23.3% | +108.1% | -131.3% | -24.8% |
| 1Y | -31.6% | +313.8% | -345.4% | -34.2% |
| 3Y | -5.1% | +2,227.6% | -2,232.7% | -12.8% |
| 5Y | +8.2% | +956.6% | -948.5% | +0.4% |
| 10Y | +189.8% | +3,082.3% | -2,892.5% | +158.3% |
| All | +189.8% | +3,082.3% | -2,892.5% | +158.3% |
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