-12.7%
BR vs ALM
+19.0%
-31.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.2% | +0.8% |
| 7D | +1.1% | +1.2% | -0.2% | +1.2% |
| 30D | +14.4% | -19.3% | +33.7% | +13.5% |
| 3M | +12.4% | -40.6% | +53.1% | +10.7% |
| 6M | +35.4% | -57.9% | +93.4% | +32.7% |
| YTD | -12.2% | -6.7% | -5.5% | -8.8% |
| 1Y | -12.7% | +20.2% | -32.9% | -8.5% |
| All | -12.7% | +19.0% | -31.7% | -8.5% |
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