-12.4%
BR vs ALM
+7.9%
-20.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -1.0% |
| 7D | -1.3% | -4.0% | +2.8% | -1.4% |
| 30D | +13.7% | -30.5% | +44.2% | +12.2% |
| 3M | +13.8% | -46.9% | +60.7% | +11.5% |
| 6M | +29.7% | -65.5% | +95.2% | +26.5% |
| YTD | -12.6% | -13.4% | +0.8% | -9.4% |
| 1Y | -12.4% | +9.8% | -22.2% | -8.3% |
| All | -12.4% | +7.9% | -20.4% | -8.3% |
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 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